Comptes Rendus
Probabilités
Gaussian lower bounds for the density via Malliavin calculus
[Bornes inférieures gaussiennes pour la densité par le calcul de Malliavin]
Comptes Rendus. Mathématique, Volume 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

Tien Dung Nguyen 1, 2

1 Department of Mathematics, FPT University, Hoa Lac High Tech Park, Hanoi, Vietnam
2 Department of Mathematics, VNU University of Science, Vietnam National University, Hanoi, 334 Nguyen Trai, Thanh Xuan, Hanoi, 084 Vietnam
Licence : CC-BY 4.0
Droits d'auteur : Les auteurs conservent leurs droits
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     title = {Gaussian lower bounds for the density via {Malliavin} calculus},
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Tien Dung Nguyen. Gaussian lower bounds for the density via Malliavin calculus. Comptes Rendus. Mathématique, Volume 358 (2020) no. 1, pp. 79-87. doi : 10.5802/crmath.13. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.13/

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