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journal article

On Malliavin's proof of Hormander's theorem

Hairer, Martin  
September 1, 2011
BULLETIN DES SCIENCES MATHEMATIQUES

The aim of this note is to provide a short and self-contained proof of Hormander's theorem about the smoothness of transition probabilities for a diffusion under Hormander's "brackets condition". While both the result and the technique of proof are well known, the exposition given here is novel in two aspects. First, we introduce Malliavin calculus in an "intuitive" way, without using Wiener's chaos decomposition. While this may make it difficult to prove some of the standard results in Malliavin calculus (boundedness of the derivative operator in L-P spaces for example), we are able to bypass these and to replace them by weaker results that are still sufficient for our purpose. Second. we introduce a notion of "almost implication" and "almost truth" (somewhat similar to what is done in fuzzy logic) which allows, once the foundations of Malliavin calculus are laid out, to give a very short and streamlined proof of Hormader's theorem that focuses on the main ideas without clouding it by technical details. (C) 2011 Elsevier Masson SAS. All rights reserved.

  • Details
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Type
journal article
DOI
10.1016/j.bulsci.2011.07.007
Web of Science ID

WOS:000296173300008

Author(s)
Hairer, Martin  
Date Issued

2011-09-01

Publisher

ELSEVIER

Published in
BULLETIN DES SCIENCES MATHEMATIQUES
Volume

135

Issue

6-7

Start page

650

End page

666

Subjects

DIFFERENTIAL-EQUATIONS

•

CALCULUS

•

HYPOELLIPTICITY

•

ERGODICITY

•

DENSITIES

•

SDE

•

Science & Technology

•

Physical Sciences

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
PROPDE  
FunderFunding(s)Grant NumberGrant URL

EPSRC

EP/D071593/1, EP/E002269/1

Leverhulme Trust

Royal Society

Available on Infoscience
September 17, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/241152
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