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

DOI10.1214/16-AOP1092zbMath1371.60101arXiv1307.3942OpenAlexW3101010331MaRDI QIDQ2012243

Vlad Bally, Lucia Caramellino

Publication date: 28 July 2017

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.3942

zbMATH Keywords

Malliavin calculustotal variation distanceBrownian pathlocal integration by parts

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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