REGULARITY OF WIENER FUNCTIONALS UNDER A HORMANDER TYPE CONDITION OF ORDER ONE

• 成果类型: Article
• 署名作者: Bally, Vlad; Caramellino, Lucia
• 署名单位: Universite Gustave-Eiffel; Centre National de la Recherche Scientifique (CNRS); Universite Paris-Est-Creteil-Val-de-Marne (UPEC); Inria; University of Rome Tor Vergata
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/16-AOP1092
• 发表日期: 2017
• 页码: 1488-1511
• 关键词: density

摘要

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 Hormander condition of order one (i.e., involving the first-order Lie brackets) for diffusion processes.