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.
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.
Revised:
Accepted:
Published online:
Tien Dung Nguyen 1, 2
@article{CRMATH_2020__358_1_79_0, author = {Tien Dung Nguyen}, title = {Gaussian lower bounds for the density via {Malliavin} calculus}, journal = {Comptes Rendus. Math\'ematique}, pages = {79--87}, publisher = {Acad\'emie des sciences, Paris}, volume = {358}, number = {1}, year = {2020}, doi = {10.5802/crmath.13}, language = {en}, }
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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