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Comptes Rendus Mathématique
Volume 338, n° 1
pages 77-80 (janvier 2004)
Doi : 10.1016/j.crma.2003.11.015
Received : 15 July 2003 ;  accepted : 12 November 2003
Exponential divergence estimates and heat kernel tail

Eulalia  Nualart
Laboratoire de probabilités, Université de Paris VI, 4, place Jussieu, 75252 Paris, France 

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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. To cite this article: E. Nualart, C. R. Acad. Sci. Paris, Ser. I 338 (2004).

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Nous obtenons une minoration exponentielle de la densité d'une variable aléatoire réelle dans l'espace de Wiener sous une condition portant sur le moment exponentiel de la divergence. Nous appliquons ce résultat à la solution d'une EDS non-linéaire. Pour citer cet article : E. Nualart, C. R. Acad. Sci. Paris, Ser. I 338 (2004).




© 2003  Académie des sciences@@#104156@@

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