Gaussian lower bounds for the density via Malliavin calculus

DOI10.5802/CRMATH.13zbMATH Open1478.60169OpenAlexW3013578968MaRDI QIDQ784334FDOQ784334

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

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)

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 (3)

• Density estimates for the exponential functionals of fractional Brownian motion
• Lower bounds for densities of uniformly elliptic random variables on Wiener space
• Exact Lower and Upper Bounds for Gaussian Measures

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