Bally, Vlad et Caramellino, Lucia, Regularity of Wiener functionals under a Hörmander type condition of order one, Annals of probability (Online) , 45(3), 2017, pp. 1488-1511
We study the local existence and regularity of the density of the law of a functional on the Wiener space which satisfies a criterion that generalizes the Hörmander condition of order one (i.e., involving the first-order Lie brackets) for diffusion processes.