Régularité \(C^{\infty}\) des noyaux de Wiener d'une diffusion. \((C^{\infty}\)-regularity of Wiener kernels of a diffusion) (Q914249)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Régularité \(C^{\infty}\) des noyaux de Wiener d'une diffusion. \((C^{\infty}\)-regularity of Wiener kernels of a diffusion) |
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Régularité \(C^{\infty}\) des noyaux de Wiener d'une diffusion. \((C^{\infty}\)-regularity of Wiener kernels of a diffusion) (English)
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1990
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A class of regular Brownian semimartingales is introduced and it is proved that the kernel of the n-th term Wiener chaos decomposition admits a \(C^{\infty}\)-version. It is shown that every diffusion process defined by a stochastic differential equation with \(C_ b^{\infty}\) coefficients belongs to the introduced class and consequently has a regular Wiener kernel.
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Wiener chaos decomposition
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diffusion process
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regular Wiener kernel
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