Hypoellipticité et hypoellipticité partielle pour les diffusions avec une condition frontière (Hypoellipticity and partial hypoellipticity for diffusions with a boundary condition)
Malliavin calculus for diffusions with reflection conditions is considered. The local smoothness of the diffusion distribution in the domain is established under appropriate Hörmander's type conditions. The smoothness restriction on the boundary is established under some additional supposition of normal diffusion degeneration. Analogous results for filtering problems are obtained.
scientific article; zbMATH DE number 3958371
scientific article