424 citations
- Michigan State UniversityUS28 papers
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- Indiana University BloomingtonUS24 papers
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Showing 2008 · math.PRShow all
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math.PR2008★ 20 cited
Density estimates and concentration inequalities with Malliavin calculus
Ivan Nourdin, Frederi G. Viens
We show how to use the Malliavin calculus to obtain density estimates of the law of general centered random variables. In particular, under a non-degeneracy condition, we prove and…
math.PR2008★ 3 cited
Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
Carlo Marinelli, Claudia Prévôt, Michael Röckner
We prove existence, uniqueness and Lipschitz dependence on the initial datum for mild solutions of stochastic partial differential equations with Lipschitz coefficients driven by W…