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Volumn 126, Issue 3, 2003, Pages 421-457

Lower bounds for densities of uniformly elliptic random variables on Wiener space

Author keywords

Aronson estimates; Density estimates; Malliavin Calculus

Indexed keywords


EID: 0042242907     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-003-0272-4     Document Type: Article
Times cited : (26)

References (19)
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    • Doss, H., Dozzi, M.: Estimations de grandes déviations pour les processus de diffusion a paramètre multidimensionnel. Sé minaire de Probabilités XX. In Azéma, J. and Yor, M. (eds.), Lecture Notes in Mathematics 1204 1986, 68-80. Springer-Verlag, Berlin
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    • Fundamental solutions for second order subelliptic operators
    • Fefferman, C.L., Sánchez-Calle, A.: Fundamental solutions for second order subelliptic operators. Ann. Math. 124, 247-272 (1986)
    • (1986) Ann. Math. , vol.124 , pp. 247-272
    • Fefferman, C.L.1    Sánchez-Calle, A.2
  • 5
    • 0009936666 scopus 로고    scopus 로고
    • LAMN property for elliptic diffusion: A Malliavin calculus approach
    • Gobet, E.: LAMN property for elliptic diffusion: a Malliavin Calculus approach. Bernoulli 7, 899-912 (2001)
    • (2001) Bernoulli , vol.7 , pp. 899-912
    • Gobet, E.1
  • 6
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    • LAN property for ergodic diffusions with discrete observations
    • Gobet, E.: LAN property for ergodic diffusions with discrete observations. Ann. Inst. H. Poincare Probab. Statist. 38, 711-737 (2002)
    • (2002) Ann. Inst. H. Poincare Probab. Statist. , vol.38 , pp. 711-737
    • Gobet, E.1
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    • Applications of the Malliavin Calculus, part I
    • Stochastic Analysis, ed. by K. Itô, Kinokuniya, Tokyo
    • Kusuoka, S., Stroock, D.: Applications of the Malliavin Calculus, Part I. In Stochastic Analysis, Proc. Taniguchi Internat. Symp. Katata and Kyoto, 1982, ed. by K. Itô, Kinokuniya, Tokyo, 1984, pp. 271-306
    • (1982) Proc. Taniguchi Internat. Symp. Katata and Kyoto , pp. 271-306
    • Kusuoka, S.1    Stroock, D.2
  • 15
    • 0013200582 scopus 로고    scopus 로고
    • Generalization of Itô's formula for smooth non-degenerate martingales
    • Moret, S., Nualart, D.: Generalization of Itô's formula for smooth non-degenerate martingales. Stoch. Processes and Their Appl. 91, 115-149 (2001)
    • (2001) Stoch. Processes and Their Appl. , vol.91 , pp. 115-149
    • Moret, S.1    Nualart, D.2
  • 17
    • 0000343766 scopus 로고    scopus 로고
    • Analysis on Wiener space and anticipating stochastic calculus
    • Nualart, D: Analysis on Wiener space and anticipating stochastic calculus. Lecture Notes in Math. 1690, 123-227 (1998)
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    • Nualart, D.1
  • 18
    • 0000691746 scopus 로고
    • Fundamental solutions and geometry of the sum of squares of vector fields
    • Sánchez-Calle, A: Fundamental solutions and geometry of the sum of squares of vector fields. Invent. Math. 78(1), 143-160 (1984)
    • (1984) Invent. Math. , vol.78 , Issue.1 , pp. 143-160
    • Sánchez-Calle, A.1
  • 19
    • 0038714845 scopus 로고    scopus 로고
    • Quantiles of the Euler scheme for diffusion processes and financial applications
    • Talay, D., Zheng, Z.: Quantiles of the Euler scheme for diffusion processes and financial applications. Mat. Finance 13, 187-199 (2003)
    • (2003) Mat. Finance , vol.13 , pp. 187-199
    • Talay, D.1    Zheng, Z.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.