Gaussian lower bounds for the density via Malliavin calculus

2019/01/10 by Nguyễn Tiến Dũng, Dung, Nguyen Tien
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Complex Systems and Time Series Analysis #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Statistical Mechanics and Entropy

paper · pdf · doi:10.48550/arxiv.1901.03248

openalex publication_date 2019/01/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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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