Positivity and lower bounds for the density of Wiener functionals
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Publication:2391857
DOI10.1007/S11118-012-9324-7zbMATH Open1286.60050arXiv1004.5269OpenAlexW2152130432MaRDI QIDQ2391857FDOQ2391857
Authors: Vlad Bally, Lucia Caramellino 
Publication date: 5 August 2013
Published in: Potential Analysis (Search for Journal in Brave)
Abstract: We consider a functional on the Wiener space which is smooth and not degenerated in Malliavin sense and we give a criterion of strict positivity of the density. We also give lower bounds for the density. These results are based on the representation of the density by means of the Riesz transform introduced by Malliavin and Thalmaier and on the estimates of the Riesz transform given Bally and Caramellino.
Full work available at URL: https://arxiv.org/abs/1004.5269
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Cited In (18)
- Localization of Wiener functionals of fractional regularity and applications
- Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
- Tube estimates for diffusion processes under a weak Hörmander condition
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- Density minoration of a strongly non-degenerated random variable
- Lower bounds for densities of uniformly elliptic random variables on Wiener space
- Estimates of the difference between two probability densities of Wiener functionals and its application
- Some remarks about the positivity of random variables on a Gaussian probability space
- Dimension-independent estimates on the densities of Wiener functionals via the log-Sobolev inequality
- Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension
- Density analysis of non-Markovian BSDEs and applications to biology and finance
- Estimating multidimensional density functions for random variables in Wiener space
- The density of imaginary multiplicative chaos is positive
- Gaussian lower bounds for the density via Malliavin calculus
- On the existence of density of the law of a Wiener functional
- Lower bounds for Wiener integrals
- Convergence in distribution norms in the CLT for non identical distributed random variables
- Invariant measures for multidimensional fractional stochastic volatility models
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