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Stochastic Inequalities and Applications pp 323–338Cite as

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Lower Bounds for Densities of Uniformly Elliptic Non-homogeneous Diffusions

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Part of the book series: Progress in Probability ((PRPR,volume 56))

Abstract

In this article we interpret heuristically the conditions of the definition of a uniformly elliptic random variable on Wiener space which allow to obtain Aronson type estimates for the density of this random variable. As an example we apply this concept to uniformly elliptic non-homogeneous diffusions.

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Author information

Authors and Affiliations

  1. Department of Economics and Business, Universitat Pompeu Fabra, Ramón Trias Fargas 25–27, 08005, Barcelona, Spain

    Arturo Kohatsu-Higa

Authors
  1. Arturo Kohatsu-Higa
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Editor information

Editors and Affiliations

  1. Department of Mathematics, U-3009, University of Connecticut, Storrs, CT, 06268, USA

    Evariste Giné

  2. Laboratoire d’Analyse et de Mathématiques Appliquées CNRS UMR 8050, Université de Paris XII, 94010, Créteil Cedex, France

    Christian Houdré

  3. Georgia Institute of Technology, School of Mathematics, Atlanta, GA, 30332, USA

    Christian Houdré

  4. Facultat de Matemàtiques, Universitat de Barcelona, Gran Via, 585, 08007, Barcelona, Spain

    David Nualart

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Kohatsu-Higa, A. (2003). Lower Bounds for Densities of Uniformly Elliptic Non-homogeneous Diffusions. In: Giné, E., Houdré, C., Nualart, D. (eds) Stochastic Inequalities and Applications. Progress in Probability, vol 56. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8069-5_18

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  • DOI: https://doi.org/10.1007/978-3-0348-8069-5_18

  • Publisher Name: Birkhäuser, Basel

  • Print ISBN: 978-3-0348-9428-9

  • Online ISBN: 978-3-0348-8069-5

  • eBook Packages: Springer Book Archive

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