scientific article; zbMATH DE number 2034521

MaRDI QIDQ4445184zbMATH OpenFDO

Authors Arturo Kohatsu-Higa

Publication date 28 January 2004

zbMATH Keywords

Aronson estimatesdensity estimatesMalliavin calculusnon-homogeneous diffusions

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cited in

(7)

• Density minoration of a strongly non-degenerated random variable
• On an estimate of Cranston and McConnell for elliptic diffusions in uniform domains
• Density estimates for jump diffusion processes
• Density analysis of BSDEs
• A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts
• Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension
• Lower bounds for the density of locally elliptic Itô processes

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