Inria / Raweb 2004
Team: Mathfi

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Team : mathfi

Section: New Results

Keywords: Lower bounds of density.

Lower bounds for the density of a functional

Participants: V. Bally, L. Caramellino.

V. Bally worked on lower bounds for the density of functionals on Wiener spaces with applications to locally elliptic diffusion processes. V. Bally obtained a result which gave rise to a preprint submited for publication and is working on further developments. V. Bally and Lucia Caramellino are looking for a lower bound for the density of the law of the portfolio value. In collaboration with Begonia Fernandez and Ana Meda (University of Mexico), V. Bally tries to obtain tubes evaluations for locally elliptic diffusion processes. (see [49][51]).