Hypoellipticity for filtering problems of partially observable diffusion processes (Q2343029)

Based on the author's abstract: In this paper the author establishes that under Hörmander type conditions on the coefficients of the unobservable component of a partially observable diffusion process, the filtering density is infinitely differentiable and can be represented as the integral of an infinitely differentiable kernel against the prior initial distribution. These results are delivered from more general results obtained for SPDEs.