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

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 Hörmander condition of order one (that is, involving the first order Lie brackets) for diffusion processes.

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Field Value
Source https://hal.science/hal-00926413
Author Bally, Vlad, Caramellino, Lucia
Maintainer CCSD
Last Updated May 7, 2026, 13:54 (UTC)
Created May 7, 2026, 13:54 (UTC)
Identifier hal-00926413
Language en
contributor Mathematical Risk handling (MATHRISK) ; Inria Paris-Rocquencourt ; Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Université Paris-Est Marne-la-Vallée (UPEM)-École nationale des ponts et chaussées (ENPC)
creator Bally, Vlad
date 2013-07-15T00:00:00
harvest_object_id 5c189e57-8b51-4311-87eb-5ec39e5e64c7
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2026-04-02T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1307.3942
set_spec type:UNDEFINED