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Let \\(\\pi\\) be a smooth mapping from \\({\\mathbf R}^m\\) into \\({\\mathbf R}^n\\) for \\(m\\geq n\\). It is proved that under some conditions on the coefficients of the equation, the law of \\(\\pi(x_T)\\) has a smooth density; this is called a partial hypoellipticity property. Conditions on the coefficients are technical, but in the continuous case, they reduce to classical assumptions and the result was proved by Taniguchi. 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