Régularité des noyaux de Wiener d’une diffusion
Regularity of stopping times of diffusion processes in Besov spaces
We prove that the exit times of diffusion processes from a bounded open set Ω almost surely belong to the Besov space provided that pα < 1 and 1 ≤ q < ∞.
Regularity of the density for the stochastic heat equation.
Regularity results for infinite dimensional diffusions. A Malliavin calculus approach
We prove some smoothing properties for the transition semigroup associated to a nonlinear stochastic equation in a Hilbert space. The proof introduces some tools from the Malliavin calculus and is based on a integration by parts formula.
Regularizing properties for transition semigroups and semilinear parabolic equations in Banach spaces.
Remarks on integration by parts in infinite dimension