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SOME SUFFICIENT CONDITIONS FOR NOVIKOV'S CRITERION.

Authors :
Nguyen Tien Dung
Source :
Proceedings of the American Mathematical Society; Aug2018, Vol. 146 Issue 8, p3583-3590, 8p
Publication Year :
2018

Abstract

In this note, we employ the techniques of Malliavin calculus to provide some sufficient conditions for a stochastic process to satisfy Novikov's criterion. In particular, we obtain an improvement for Buckdahn's results established in Probab. Theory Related Fields 89 (1991), 211-238 and a generalization of Borell-TIS inequality. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
NOVIKOV conjecture
STOCHASTIC processes
MALLIAVIN calculus
QUANTUM stochastic differential equations
LIPSCHITZ spaces
MATHEMATICAL models

Details

Language :
English
ISSN :
00029939
Volume :
146
Issue :
8
Database :
Complementary Index
Journal :
Proceedings of the American Mathematical Society
Publication Type :
Academic Journal
Accession number :
129689860
Full Text :
https://doi.org/10.1090/proc/14074
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