A Hörmander condition for delayed stochastic differential equations (Q2211510)

The authors give a spanning density smoothness criterion for the solutions of delayed stochastic differential equations. The Brownian trajectories are enhanced with their delays into a rough path, showing it has all the desired features. Delays manifest in the spanning condition through semi-brackets, and the Lie algebras appearing in the spanning condition are always larger or equal than their Markovian counterparts. These results non-trivially extend previous criteria, including some of the reviewer's.