Regularity of Wiener functionals under a Hörmander type condition of order one
arXiv:1307.3942 · doi:10.1214/16-AOP1092
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 Hörmander condition of order one (that is, involving the first order Lie brackets) for diffusion processes.