Gaussian lower bounds for the density via Malliavin calculus

oleh: Nguyen, Tien Dung

Format: Article
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.