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Journal Articles Annals of Probability Year : 2017

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.
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Dates and versions

hal-01413556 , version 1 (09-12-2016)

Identifiers

  • HAL Id : hal-01413556 , version 1

Cite

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⟩
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