Logarithmic Estimates for the Density of
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A. Kohatsu-Higa; D. Mรกrquez-Carreras; M. Sanz-Solรฉ
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Article
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2002
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Elsevier Science
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English
โ 221 KB
We consider a hypoelliptic two-parameter diffusion. We first prove a sharp upper bound in small time (s, t) ยฅ [0, 1] 2 for the L p -moments of the inverse of the Malliavin matrix of the diffusion process. Second, we establish the behaviour of 2e 2 log p s, t (x, y), as e a 0, where x is the initial