CRITERIA OF POSITIVITY FOR THE DENSITY OF THE LAW OF A WIENER FUNCTIONAL

Authors
Citation
F. Hirsch et Sq. Song, CRITERIA OF POSITIVITY FOR THE DENSITY OF THE LAW OF A WIENER FUNCTIONAL, Bulletin des sciences mathematiques, 121(4), 1997, pp. 261-273
Citations number
16
Categorie Soggetti
Mathematics, General",Mathematics
ISSN journal
00074497
Volume
121
Issue
4
Year of publication
1997
Pages
261 - 273
Database
ISI
SICI code
0007-4497(1997)121:4<261:COPFTD>2.0.ZU;2-9
Abstract
We consider a function f on an abstract Wiener space, with values in R d which is regular and non-degenerate in the sense of the Malliavin ca lculus. Its law admits a density p which is C-infinity on R-d. We give criteria ensuring that p(xi) > 0 for a fixed xi in R-d. The first one is stated in terms of capacities c(r,p) on the Wiener space. The seco nd one is related to some ''restrictions'' of f to subspaces of dimens ion d of the Cameron-Martin space. Finally, we apply this criterion to obtain another one, previously given by AIDA-KUSUOKA-STROOCK, in the case where function f admits a ''skeleton''. The criteria are actually proved in the more general situation where the basic Wiener measure i s replaced by a measure with a regular density.