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
Contributor : Vlad Bally
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Submitted on : Friday, December 9, 2016 - 9:40:20 PM
Last modification on : Wednesday, September 4, 2019 - 1:52:04 PM
Long-term archiving on : Tuesday, March 28, 2017 - 12:40:21 AM
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⟩
