scientific article; zbMATH DE number 124137
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Publication:4025843
Let \(X(t, x)\) denote the diffusion process with initial point \(x\) corresponding to a second order semi-elliptic differential operator \(L\) with characteristic matrix \(a\). The author uses the Malliavin calculus to prove that \(X(t, x)\) has a smooth density at time \(T > 0\), provided the following condition is satisfied: \(E(\inf_{t<T}\mod\{\text{det}^{-p} a(X(t, x)\})\) is finite, for every \(p > 1\). This hypothesis is a weakened form of the classical PDE assumption that \(a\) is uniformly positive definite.
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