We obtain a lower bound for the density of a real random variable on the Wiener space under an exponential moment condition of the divergence. We apply this result to the solution of a non-linear SDE.

Received: 2003-07-15
Accepted: 2003-11-12
Published online: 2003-12-18
DOI: 10.1016/j.crma.2003.11.015

@article{CRMATH_2004__338_1_77_0,
     author = {Eulalia Nualart},
     title = {Exponential divergence estimates and heat kernel tail},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {77--80},
     publisher = {Elsevier},
     volume = {338},
     number = {1},
     year = {2004},
     doi = {10.1016/j.crma.2003.11.015},
     language = {en},
}

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JO  - Comptes Rendus. Mathématique
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VL  - 338
IS  - 1
PB  - Elsevier
DO  - 10.1016/j.crma.2003.11.015
LA  - en
ID  - CRMATH_2004__338_1_77_0
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Eulalia Nualart. Exponential divergence estimates and heat kernel tail. Comptes Rendus. Mathématique, Volume 338 (2004) no. 1, pp. 77-80. doi : 10.1016/j.crma.2003.11.015. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2003.11.015/