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.
https://hal-upec-upem.archives-ouvertes.fr/hal-01413556
Contributeur : Vlad Bally
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Soumis le : vendredi 9 décembre 2016 - 21:40:20
Dernière modification le : jeudi 26 avril 2018 - 10:28:02
Document(s) archivé(s) le : mardi 28 mars 2017 - 00:40:21
Vlad Bally, Lucia Caramellino. Regularity of Wiener functionals under a Hörmander type condition of order one. Annals of Probability, 2017, 45 (3), pp.1488-1511. 〈hal-01413556〉
