Hypoellipticité et hypoellipticité partielle pour les diffusions avec une condition frontière (Hypoellipticity and partial hypoellipticity for diffusions with a boundary condition)
type: Item
instance of: scholarly article
title: Hypoellipticité et hypoellipticité partielle pour les diffusions avec une condition frontière (Hypoellipticity and partial hypoellipticity for diffusions with a boundary condition)
zbMATH Open document ID: 0595.60059
author: Patrick Cattiaux
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1986-01-01T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77270
review text: 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.
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J50
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 3958371
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: reflection conditions
zbMATH Keywords: Hörmander's type conditions
zbMATH Keywords: diffusion degeneration
zbMATH Keywords: filtering problems
reviewed by: A. Yu. Veretennikov
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3958371