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arXiv · 1901.03248

Gaussian lower bounds for the density via Malliavin calculus

Nguyen Tien Dung
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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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Nguyen Tien Dung. 2019-01-10. Gaussian lower bounds for the density via Malliavin calculus. https://arxiv.org/abs/1901.03248

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