Regularity of Wiener functionals under a Hörmander type condition of order one (Q2012243)

The framework is Malliavin calculus. Hörmander's theorem gives sufficient non-degeneracy assumptions in order that the law of a diffusion process is absolutely continuous with respect to the Lebesgue measure on the one hand, and has a smooth density on the other hand. Here, the authors generalize this result to functionals defined on the Wiener space. Loosely speaking, this works by the fact that one can control the Malliavin derivatives and the Malliavin covariance matrix of the functionals, by the means of which one can construct integration by parts formulae.