Université Paris-Est Université Paris-Est - Marne-la-Vallée Université Paris-Est - Créteil Val-de-Marne Centre National de la Recherche Scientifique

Density estimates for hypoelliptic diffusions

Site: 
Date: 
05/11/2014 - 15:00
Salle: 
Salle des thèses
Orateur: 
PIGATO Paolo
Résumé: 

We derive some bounds for densities of random variables, starting from the Malliavin and Thalmaier representation formula in terms of the Riesz transform. We consider two examples of applications, both under a weak Hormander non-degeneracy hypothesis.