Abstract.
Let be a time dependent second order operator, written in usual or Hörmander form. We study the regularity of the law of the associated non-homogeneous (time dependent) diffusion process, under Hörmander's like conditions. Coefficients are only Hölder continuous in time. The main tool is Malliavin calculus. Our results extend and correct previous ones ([17] and related works, [15]). Related topics like filtering theory, killed or reflected processes, parabolic hypoellipticity are also discussed.
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Received: October 1999/Revised version: 12 November 2001 / Published online: 1 July 2002
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Cattiaux, P., Mesnager, L. Hypoelliptic non-homogeneous diffusions. Probab Theory Relat Fields 123, 453–483 (2002). https://doi.org/10.1007/s004400100194
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DOI: https://doi.org/10.1007/s004400100194