Positivity and Lower Bounds for the Density of Wiener Functionals

Author:

Bally Vlad,Caramellino Lucia

Publisher

Springer Science and Business Media LLC

Subject

Analysis

Reference23 articles.

1. Aida, S., Kusuoka, S., Stroock, D.: On the support of Wiener functionals. In: Asymptotic Problems in Probability Theory: Wiener Functionals and Asymptotics (Sanda/Kyoto, 1990). Pitman Res. Notes Math. Ser., vol. 284, pp. 3–34. Longman Sci. Tech., Harlow (1993)

2. Bally, V.: Lower bounds for the density of locally elliptic Itô processes. Ann. Probab. 34, 2406–2440 (2006)

3. Bally, V., Caramellino, L.: Riesz transform and integration by parts formulas for random variables. Stoch. Process. Their Appl. 121, 1332–1355 (2011)

4. Bally, V., Caramellino, L.: Tubes estimates for diffusion processes under a local Hörmander condition of order one. Working paper (2012)

5. Bally, V., Kohatsu-Higa, A.: Lower bounds for densities of Asian type stochastic differential equations. J. Funct. Anal. 258, 3134–3164 (2010)

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