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- W2070299437 abstract "In this paper, we prove, using Malliavin calculus, that under a local Hörmander condition the solution of a stochastic differential equation with time depending coefficients admits aC ∞ density with respect to Lebesgue measure. An application of this result to nonlinear filtering is developed in this paper to prove the existence of aC ∞ density for the filter associated with a correlated system whose observation is one dimensional with unbounded coefficients." @default.
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- W2070299437 date "1990-06-01" @default.
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- W2070299437 title "Malliavin calculus with time dependent coefficients and application to nonlinear filtering" @default.
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- W2070299437 doi "https://doi.org/10.1007/bf01474642" @default.
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