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Gaussian lower bounds for the density via Malliavin calculus
oleh: Nguyen, Tien Dung
Format: | Article |
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Diterbitkan: | Académie des sciences 2020-03-01 |
Deskripsi
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.