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

• Vlad Bally ^[2] ; Lucia Caramellino ^[1]
  1. [1] Università di Rorma Tor Vergata
  2. [2] Université Paris-Est
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 45, Nº. 3, 2017, págs. 1488-1511
• Idioma: inglés
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• Resumen

  • 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 (i.e., involving the first-order Lie brackets) for diffusion processes.