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Regularity of Wiener functionals under a Hörmander type condition of order one

Vlad Bally 1, 2 Lucia Caramellino 3 
1 MATHRISK - Mathematical Risk Handling
UPEM - Université Paris-Est Marne-la-Vallée, ENPC - École des Ponts ParisTech, Inria de Paris
2 LAMA - Laboratoire d'Analyse et de Mathématiques Appliquées
3 Dipartimento di Matematica [Rome]
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.
Keywords : Malliavin calculus local integration by parts formulas total variation distance variance of the Brownian path
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Submitted on : Friday, December 9, 2016 - 9:40:20 PM
Last modification on : Wednesday, June 8, 2022 - 12:50:03 PM
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  • HAL Id : hal-01413556, version 1

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Vlad Bally, Lucia Caramellino. Regularity of Wiener functionals under a Hörmander type condition of order one. Annals of Probability, Institute of Mathematical Statistics, 2017, 45 (3), pp.1488-1511. ⟨hal-01413556⟩

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