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Schrödinger equation: Transverse analyticity of the density of the law of an additive functional. (Équation de Schrödinger: Analyticité transverse de la densité de la loi d’une fonctionnelle additive.) (French) Zbl 0745.60057
Abstract: We use the stochastic calculus of variation (Malliavin calculus) and prove an \(n\)-th order integration by parts formula. Then we deduce regularity properties for the density of an additive functional defined by a Schrödinger operator. Especially, a transverse analyticity result is obtained.
MSC:
60H07 Stochastic calculus of variations and the Malliavin calculus
60H25 Random operators and equations (aspects of stochastic analysis)
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