Probabilistic problems in the theory of hypoellipticity
Izvestiya. Mathematics , Tome 25 (1985) no. 3, pp. 455-473

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Local smoothness is established for the distribution density of a solution of an Ito–Stratonovich stochastic equation under the assumption of local smoothness condition of Hörmander. Bibliography: 20 titles.
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A. Yu. Veretennikov. Probabilistic problems in the theory of hypoellipticity. Izvestiya. Mathematics , Tome 25 (1985) no. 3, pp. 455-473. http://geodesic.mathdoc.fr/item/IM2_1985_25_3_a2/