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Points of Positive Density for Smooth Functionals

Chaleyat-Maurel, Mireille
; 
Nualart, David
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Abstract
In this paper we show that the set of points where the density of a Wiener functional is strictly positive is an open connected set, assuming some regularity conditions.
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This is the published version, also available here: http://dx.doi.org/10.1214/EJP.v3-23.
Date
1998-12-03
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Institute of Mathematical Statistics (IMS)
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Mathematics Scholarly Works
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NualartD_EJP_1998(3)1.pdf
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Keywords
Nondegenerate smooth Wiener functionals, Mallivain calculus, Support of the Law
Citation
Chaleyat-Maurel, Mireille & Nualart, David. "Points of Positive Density for Smooth Functionals." Electronic Journal of Probability. (1998) Vol, 3. pp 1-8. http://dx.doi.org/10.1214/EJP.v3-23.
URI
https://hdl.handle.net/1808/17055
DOI
10.1214/EJP.v3-23
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