 |
HAL UPEC - UPEM Portal |  |
 |
Journal articles
Regularity of Wiener functionals under a Hörmander type condition of order one
Abstract : We study the local existence and regularity of the density of the law of a functional on the Wiener space which satisfies a criterion that generalizes the Hörmander condition of order one (that is, involving the first order Lie brackets) for diffusion processes.
Cited literature [11 references]
https://hal-upec-upem.archives-ouvertes.fr/hal-01413556
Contributor : Vlad Bally Connect in order to contact the contributor
Submitted on : Friday, December 9, 2016 - 9:40:20 PM
Last modification on : Tuesday, October 19, 2021 - 4:07:24 PM
Long-term archiving on: : Tuesday, March 28, 2017 - 12:40:21 AM
Contributor : Vlad Bally Connect in order to contact the contributor
Submitted on : Friday, December 9, 2016 - 9:40:20 PM
Last modification on : Tuesday, October 19, 2021 - 4:07:24 PM
Long-term archiving on: : Tuesday, March 28, 2017 - 12:40:21 AM
File
HormanderAnnals.pdf
Files produced by the author(s)