  We consider semilinear parabolic stochastic PDEs driven by additive noise.
The question addressed in this note is that of the regularity of transition
probabilities. If the equation satisfies a Hormander 'bracket condition', then
any finite-dimensional projection of the solution has a smooth density with
respect to Lebesgue measure. One key ingredient in the argument is a bound on
'Wiener polynomials' that plays a role analogue to Norris' lemma.
