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

DOI10.1214/16-AOP1092MaRDI QIDQ2012243zbMATH OpenOpenAlexFDO

Authors Vlad Bally, Lucia Caramellino

Publication date 28 July 2017

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

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

zbMATH Keywords

Brownian pathlocal integration by partsMalliavin calculustotal variation distance

Mathematics Subject Classification ID

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

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.

Recommendations

• scientific article; zbMATH DE number 203210
• scientific article; zbMATH DE number 417273
• Smoothness of densities of generalized locally non-degenerate Wiener functionals
• scientific article; zbMATH DE number 458891
• On the existence of density of the law of a Wiener functional

Cited in

(16)

• Smoothness of Wigner densities on the affine algebra
• Sard's theorem for hyper-Gevrey functionals on the Wiener space
• Rademacher's theorem for Wiener functionals
• Higher-order relations for derivatives of nonlinear diffusion semigroups
• Regularity of probability laws by using an interpolation method
• Parametric regularity of the conditional expectations via the Malliavin calculus and applications
• Smoothness of densities of generalized locally non-degenerate Wiener functionals
• scientific article; zbMATH DE number 417273 (Why is no real title available?)
• scientific article; zbMATH DE number 3915322 (Why is no real title available?)
• scientific article; zbMATH DE number 4042983 (Why is no real title available?)
• Gevrey regularity of C³-functionals and stochastic calculus of variation
• scientific article; zbMATH DE number 978640 (Why is no real title available?)
• scientific article; zbMATH DE number 1500725 (Why is no real title available?)
• scientific article; zbMATH DE number 203210 (Why is no real title available?)
• scientific article; zbMATH DE number 836656 (Why is no real title available?)
• BV-regularity for the Malliavin derivative of the maximum of the Wiener process

This page was built for publication: Regularity of Wiener functionals under a Hörmander type condition of order one

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2012243)