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Section: New Results

Keywords : Lower bounds of density.

Lower bounds for the density of a functional

Participants : V. Bally, L. Caramellino.

V. Bally obtained a result on lower bounds for the density of a functional on Wiener spaces with special applications to locally elliptic diffusion processes [21] . In collaboration with Lucia Caramellino he is working on lower bounds for the density of the law of the portfolio value and in collaboration with Begonia Fernandez and Ana Meda (University of Mexico) he tries to get tubes evaluations for locally elliptic diffusion processes.


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