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Volumn 190, Issue 2, 2002, Pages 481-506

Logarithmic estimates for the density of hypoelliptic two-parameters diffusions

Author keywords

Logarithmic bound for the density; Malliavin calculus; Malliavin covariance matrix; Two parameter It equations

Indexed keywords


EID: 0037140014     PISSN: 00221236     EISSN: None     Source Type: Journal    
DOI: 10.1006/jfan.2001.3865     Document Type: Article
Times cited : (3)

References (15)
  • 4
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    • Estimations de grandes déviations pour les processus de diffusion à paramètre multidimensionnel
    • Séminaire de Probabilités XX, in "Lecture Notes in Mathematics," 1204 Springer-Verlag, Berlin
    • (1986) , pp. 68-80
    • Doss, H.1    Dozzi, M.2
  • 6
    • 38249033741 scopus 로고
    • Minoration en temps petit de la densité d'une diffusion dégénérée
    • (1987) J. Funct. Anal , vol.74 , pp. 399-414
    • Léandre, R.1
  • 9
    • 0004035123 scopus 로고
    • "Malliavin Calculus and Related Topics"
    • Springer-Verlag, New York
    • (1995)
    • Nualart, D.1
  • 10
    • 0000343766 scopus 로고    scopus 로고
    • Analysis on Wiener space and anticipating stochastic calculus
    • "Lecture Notes in Mathematics" 1690 Springer-Verlag, Berlin
    • (1998) , pp. 123-227
    • Nualart, D.1
  • 13
    • 0001198512 scopus 로고
    • Some applications of stochastic calculus to partial differential equations
    • "Lecture Notes in Mathematics" Springer-Verlag, Berlin
    • (1983) , vol.976 , pp. 267-382
    • Stroock, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.