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Régularité \(C^{\infty}\) des noyaux de Wiener d’une diffusion. \((C^{\infty}\)-regularity of Wiener kernels of a diffusion). (French) Zbl 0701.60052
A class of regular Brownian semimartingales is introduced and it is proved that the kernel of the n-th term Wiener chaos decomposition admits a \(C^{\infty}\)-version. It is shown that every diffusion process defined by a stochastic differential equation with \(C_ b^{\infty}\) coefficients belongs to the introduced class and consequently has a regular Wiener kernel.
Reviewer: F.Liese

MSC:
60H07 Stochastic calculus of variations and the Malliavin calculus
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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