Gaussian lower bounds for the density via Malliavin calculus

DOI10.5802/CRMATH.13MaRDI QIDQ784334zbMATH OpenOpenAlexFDO

Authors Tien Dung Nguyen

Publication date 3 August 2020

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.5802/crmath.13

zbMATH Keywords

Malliavin calculusfractional Brownian motionlower boundsprobability densities

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Fractional processes, including fractional Brownian motion (60G22)

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Cites work

• scientific article; zbMATH DE number 4030651 (Why is no real title available?)
• Density formula and concentration inequalities with Malliavin calculus
• Density minoration of a strongly non-degenerated random variable
• Exponential divergence estimates and heat kernel tail.
• Gaussian estimates for the solutions of some one-dimensional stochastic equations
• Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions
• Integration with respect to fractal functions and stochastic calculus. I
• The Malliavin Calculus and Related Topics
• The density of solutions to multifractional stochastic Volterra integro-differential equations

Cited in

(7)

• Lower bounds for Wiener integrals
• 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
• Tail probability estimates for additive functionals
• Exact Lower and Upper Bounds for Gaussian Measures

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