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

Autor:	Bally, V., Caramellino, L.
Rok vydání:	2013
Předmět:	Mathematics - Probability 60H07 60H30
Zdroj:	Annals of Probability, 45, 1488--1511, 2017
Druh dokumentu:	Working Paper
DOI:	10.1214/16-AOP1092
Popis:	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.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1307.3942 Zobrazit plný text záznamu View this record from Arxiv