Mathematics – Probability
Scientific paper
2005-10-20
Mathematics
Probability
Scientific paper
The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the associated deterministic Fokker-Planck-Landau equation. It is not Markovian, its coefficients are not bounded and the diffusion matrix is degenerate. Nevertheless, the specific form of the diffusion matrix and the nonlinearity imply the non-degeneracy of the Malliavin matrix and then the existence and smoothness of the density. In order to obtain a lower bound for the density, the known results do not apply. However, our approach follows the main idea consisting in discretizing the interval time and developing a recursive method. To this aim, we prove and use refined results on conditional Malliavin calculus. The lower bound implies the positivity of the solution of the Landau equation, and partially answers to an analytical conjecture. We also obtain an upper bound for the density, which again leads to an unusual estimate due to the bad behavior of the coefficients.
Guerin Helene
Meleard Sylvie
Nualart Eulalia
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