| Abstract: |
| Under the uniform Hormander`s hypothesis we study smoothness and exponential bounds of the density of the law of the solution of a stochastic differential equation (SDE) with locally Lipschitz drift that satisfy a monotonicity condition. We obtain estimates for the Malliavin covariance matrix and its inverse, and to avoid non-integrability problems we use results about Malliavin differentiability based on the concepts of Ray Absolute Continuity and Stochastic Gateaux differentiability. |
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