Regularite au bord pour les densites et les densites conditionnelles d'une diffusion reflechie hypoeiliptique

1 April 1987

journal article
research article
Published by Taylor & Francis in Stochastics

Vol. 20 (4) , 309-340
https://doi.org/10.1080/17442508708833447

Abstract

We introduce the Malliavin's stochastic calculus of variations for the reflected brownian motion in a new way, in order to prove the existence of C$SUP:∞$ESUP: densities up to the boundary, for the laws and the conditional laws of diffusions associated with degenerate elliptic generator, with Wentzell (or Neumann) boundary condition, under restricted Hörmander conditions

Keywords

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