Gaussian lower bounds for the density via Malliavin calculus
From MaRDI portal
Publication:784334
DOI10.5802/CRMATH.13zbMATH Open1478.60169OpenAlexW3013578968MaRDI QIDQ784334FDOQ784334
Authors: Tien Dung Nguyen
Publication date: 3 August 2020
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5802/crmath.13
Recommendations
- Positivity and lower bounds for the density of Wiener functionals
- scientific article; zbMATH DE number 3870338
- Density formula and concentration inequalities with Malliavin calculus
- On the density of some Wiener functionals: An application of Malliavin calculus
- Density minoration of a strongly non-degenerated random variable
Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Fractional processes, including fractional Brownian motion (60G22)
Cites Work
- The Malliavin Calculus and Related Topics
- Integration with respect to fractal functions and stochastic calculus. I
- Density minoration of a strongly non-degenerated random variable
- Density formula and concentration inequalities with Malliavin calculus
- Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions
- Gaussian estimates for the solutions of some one-dimensional stochastic equations
- The density of solutions to multifractional stochastic Volterra integro-differential equations
- Title not available (Why is that?)
- Exponential divergence estimates and heat kernel tail.
Cited In (6)
- Density estimates for the exponential functionals of fractional Brownian motion
- Density minoration of a strongly non-degenerated random variable
- Density formula and concentration inequalities with Malliavin calculus
- Lower bounds for densities of uniformly elliptic random variables on Wiener space
- Exact Lower and Upper Bounds for Gaussian Measures
- Lower bounds for Wiener integrals
This page was built for publication: Gaussian lower bounds for the density via Malliavin calculus
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q784334)