Applications of Malliavin calculus to stochastic differential equations with time-dependent coefficients (Q1180498)

The smoothness of an inhomogeneous stochastic differential equation density is proved under Hörmander type conditions. The authors use techniques due to Ikeda and Watanabe and Kusuoka and Stroock. Related results are established in [\textit{S. Kusuoka} and \textit{D. Stroock}, Stochastic analysis, Proc. Tanigushi Int. Symp., Katata \& Kyoto/Jap. 1982, North-Holland Math. Libr. 32, 271-306 (1984; Zbl 0546.60056)], [\textit{M. Chaleyat-Maurel} and \textit{D. Michel}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 65, 573-597 (1984; Zbl 0524.35028)], [reviewer, Statistics and control of stochastic processes. Vol. 2, Pap. Steklov Semin., Moscow/USSR 1985-86, Transl. Ser. Math. Eng., 233-- 237 (1989; Zbl 0737.60049)].