V. Bally and L. Caramellino, Riesz transform and integration by parts formulas for random variables. Stochastic Process, Appl, vol.121, pp.1332-1355, 2011.
URL : https://hal.archives-ouvertes.fr/hal-00692987

V. Bally and E. Clément, Integration by parts formula and applications to equations with jumps, Probability Theory and Related Fields, vol.105, issue.4, pp.613-657, 2011.
DOI : 10.1007/s00440-010-0310-y

URL : https://hal.archives-ouvertes.fr/hal-00431632

V. Bally and E. Clément, Integration by parts formulas with respect to jump times and stochastic differential equations. Stochastic Analysis, 2010.

V. Bally and N. Fournier, Regularization properties od the 2D homogeneous Boltzmann equation without cutoff, PTRF, vol.151, pp.659-704, 2011.

V. Bally and E. Pardoux, Malliavin Calculus for White Noise Driven Parabolic SPDE's. Potential Analysis 9, pp.27-64, 1998.

C. Bennett and R. Sharpley, Interpolation of operators, 1988.

P. Cattiaux, Hypoellipticité et hypoellipticité partielle pour les diffusions avec une condition frontiere, Ann. Inst. H. Poincaré Probab. Stat, vol.22, pp.67-112, 1986.

A. Debussche and M. Romito, Existence of densities for the 3D Navier???Stokes equations driven by Gaussian noise, Probability Theory and Related Fields, vol.354, issue.6, 2012.
DOI : 10.1007/s00440-013-0490-3

URL : https://hal.archives-ouvertes.fr/hal-00676454

S. Marco, Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions, The Annals of Applied Probability, vol.21, issue.4, pp.1282-1321, 2011.
DOI : 10.1214/10-AAP717

URL : https://hal.archives-ouvertes.fr/hal-00692982

J. Dziubanski, Triebel-Lizorkin spaces associated with Laguerre and Hermite expansions, Proc. Amer, pp.3547-3554, 1997.

J. Epperson, Hermite and Laguerre wave packet expansions, Studia Math. J, vol.34, pp.777-799, 1985.

N. Fournier, Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump, Electronic Journal of Probability, vol.13, issue.0, pp.135-156, 2008.
DOI : 10.1214/EJP.v13-480

N. Fournier, Finiteness of entropy for the homogeneous Boltzmann equation with measure initial condition, The Annals of Applied Probability, vol.25, issue.2, 2012.
DOI : 10.1214/14-AAP1012

URL : https://hal.archives-ouvertes.fr/hal-00731694

N. Fournier and J. Printems, Absolute continuity for some one-dimensional processes, Bernoulli, vol.16, issue.2, pp.343-360, 2010.
DOI : 10.3150/09-BEJ215

URL : https://hal.archives-ouvertes.fr/hal-00693025

A. Kebaier and A. Kohatsu-higa, An optimal control variance reduction method for density estimation. Stochastic Process, Appl, vol.118, pp.2143-2180, 2008.

P. Kosmol and D. Mûller-wichards, Optimization in Functional Spaces with stability considerations in Orlicz spaces. De Gruyter Series in Non Linear Analysis and Applications 13, 2011.

S. Kusuoka and D. Stroock, Applications of the Malliavin calculus, III. J. Fac. Sci. Univ. Tokyo Sect. IA Math, vol.34, pp.391-442, 1987.

P. Malliavin and A. Thalmaier, Stochastic calculus of variations in mathematical finance, 2006.

S. Ninomiya and N. Victoir, Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing, Applied Mathematical Finance, vol.29, issue.2, pp.107-121, 2008.
DOI : 10.1016/0020-7225(65)90045-5

D. Nualart, The Malliavin calculus and related topics. Second Edition, 2006.

P. Petrushev and Y. Xu, Decomposition of Spaces of Distributions Induced by??Hermite Expansions, Journal of Fourier Analysis and Applications, vol.27, issue.5, pp.372-414, 2008.
DOI : 10.1007/s00041-008-9019-z

E. Pardoux and T. Zhang, Absolute Continuity of the Law of the Solution of a Parabolic SPDE, Journal of Functional Analysis, vol.112, issue.2, pp.447-458, 1993.
DOI : 10.1006/jfan.1993.1040

M. Sanzsoì-e, Malliavin Calculus, with Applications to Stochastic Partial Differential Equations, 2005.

I. Shigekawa, Stochastic analysis, Iwanami Series in Modern Mathematics, 2004.

D. Talay and L. Tubaro, Expansion of the global error for numerical schemes solving stochastic differential equations, Stochastic Analysis and Applications, vol.20, issue.4, pp.94-120, 1990.
DOI : 10.1080/07362999008809220

URL : https://hal.archives-ouvertes.fr/inria-00075490

J. B. Walsh, An introduction to stochastic partial differential equations, Ecole d'Eté de Probabilités de Saint Flour XV, Lecture Notes in Math. 1180, pp.226-437, 1986.
DOI : 10.1007/BFb0074920