Regularity of Wiener functionals under an Hörmander type condition of order one - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2013

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

Résumé

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.

Dates et versions

hal-00926413 , version 1 (09-01-2014)

Identifiants

Citer

Vlad Bally, Lucia Caramellino. Regularity of Wiener functionals under an Hörmander type condition of order one. 2013. ⟨hal-00926413⟩
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