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Positivity and Lower Bounds for the Density of Wiener Functionals

✍ Scribed by Vlad Bally, Lucia Caramellino


Book ID
120759709
Publisher
Springer Netherlands
Year
2012
Tongue
English
Weight
512 KB
Volume
39
Category
Article
ISSN
0926-2601

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πŸ“œ SIMILAR VOLUMES


Properties of the set of positivity for
✍ Francis Hirsch; Shiqi Song πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 French βš– 682 KB

Let f be an R'-valued Wiener functional, which is smooth and non-degenerate in the sense of the Malliavin calculus. Let p be the density, with respect to the Lebesgue measure on R", of its law. We are interested in the set U = {p > O}. We prove that U is connected. As a consequence, the intrinsic di