Regularity of Wiener functionals under a Hörmander type condition of order one

DOI10.1214/16-AOP1092zbMATH Open1371.60101arXiv1307.3942OpenAlexW3101010331MaRDI QIDQ2012243FDOQ2012243

Vlad Bally, Lucia Caramellino

Publication date: 28 July 2017

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We study the local existence and regularity of the density of the law of a functional on the Wiener space which satisfies a criterion that generalizes the H"ormander condition of order one (that is, involving the first order Lie brackets) for diffusion processes.

Full work available at URL: https://arxiv.org/abs/1307.3942

zbMATH Keywords

Malliavin calculustotal variation distanceBrownian pathlocal integration by parts

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Brownian motion (60J65) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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