AN APPLICATION OF THE PARTIAL MALLIAVIN CALCULUS TO BAOUENDI-GRUSHIN OPERATORS

摘要

The existence and the continuity of the transition density function of the diffusion process generated by the Baouendi-Grushin operator is shown with the help of the partial Malliavin calculus. For this purpose, the partial Malliavin calculus is reformulated in terms of Watanabe's distribution theory on Wiener spaces.