no. 1
Probabilités
Gaussian lower bounds for the density via Malliavin calculus
[Bornes inférieures gaussiennes pour la densité par le calcul de Malliavin]
Nguyen, Tien Dung1, 2
1 Department of Mathematics, VNU University of Science, Vietnam National University, Hanoi, 334 Nguyen Trai, Thanh Xuan, Hanoi, 084 Vietnam
2 Department of Mathematics, FPT University, Hoa Lac High Tech Park, Hanoi, Vietnam
Comptes Rendus. Mathématique, Tome 358 (2020) no. 1, pp. 79-87.

Dans cet article, à partir d’une formule connue, nous utilisons une idée simple pour obtenir une nouvelle représentation de la densité des variables aléatoires différentiables de Malliavin. Cette nouvelle représentation est particulièrement utile pour trouver des bornes inférieures de la densité.

In this paper, based on a known formula, we use a simple idea to get a new representation for the density of Malliavin differentiable random variables. This new representation is particularly useful for finding lower bounds for the density.

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DOI : 10.5802/crmath.13
Classification : 60G15, 60H07
Nguyen, Tien Dung 1, 2

1 Department of Mathematics, VNU University of Science, Vietnam National University, Hanoi, 334 Nguyen Trai, Thanh Xuan, Hanoi, 084 Vietnam
2 Department of Mathematics, FPT University, Hoa Lac High Tech Park, Hanoi, Vietnam 
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Nguyen, Tien Dung. Gaussian lower bounds for the density via Malliavin calculus. Comptes Rendus. Mathématique, Tome 358 (2020) no. 1, pp. 79-87. doi : 10.5802/crmath.13. http://www.numdam.org/articles/10.5802/crmath.13/

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