Title of article :
Lower bounds for densities of uniformly elliptic random variables on Wiener space
Author/Authors :
Kohatsu-Higa، Arturo نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
In this article, we generalize the lower bound estimates for uniformly elliptic diffusion processes obtained by Kusuoka and Stroock. We define the concept of uniform elliptic random variable on Wiener space and show that with this definition one can prove a lower bound estimate of Gaussian type for its density. We apply our results to the case of the stochastic heat equation under the hypothesis of unifom ellipticity of the diffusion coefficient.
Keywords :
C^*-algebra , Toeplitz representation , Function algebra
Journal title :
PROBABILITY THEORY AND RELATED FIELDS
Journal title :
PROBABILITY THEORY AND RELATED FIELDS