Xianyin, Zhou, On the Existence of Solutions with Smooth Density of Stochastic Differential Equations in Plane, Acta Mathematica Sinica, New Series Chinese Journal of Mathematics, 8(4), 1992, pp. 432-446
In this paper we apply the Malliavin calculus for two-parameter Wiener functionals to show that the solutions of stochastic differential equations in plane have a smooth density under the restricted Hörmander's condition. This answers a question mentioned by Nualart and Sanz in [3].