Regularity of Wiener functionals under a H\"ormander type condition of order one
Probability
2017-05-16 v3
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.
Keywords
Cite
@article{arxiv.1307.3942,
title = {Regularity of Wiener functionals under a H\"ormander type condition of order one},
author = {V. Bally and L. Caramellino},
journal= {arXiv preprint arXiv:1307.3942},
year = {2017}
}