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arXiv · 1307.3942

Regularity of Wiener functionals under a H\"ormander type condition of order one

V. Bally·L. Caramellino
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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 H\"ormander condition of order one (that is, involving the first order Lie brackets) for diffusion processes.

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V. Bally, L. Caramellino. 2013-07-15. Regularity of Wiener functionals under a H\"ormander type condition of order one. https://doi.org/10.1214/16-aop1092

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