Hörmander-type theorem for Itô processes and related backward SPDEs

DOI10.3150/16-BEJ816zbMath1427.60133arXiv1412.5481MaRDI QIDQ2405208

Jinniao Qiu

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.5481

zbMATH Keywords

Hörmander theorembackward stochastic partial differential equationItô processnon-Markov

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (7)

Numerical approximations of coupled forward–backward SPDEs ⋮ The parametrix method for parabolic SPDEs ⋮ Backward and forward filtering under the weak Hörmander condition ⋮ Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations ⋮ Controlled reflected SDEs and Neumann problem for backward SPDEs ⋮ \(L^2\)-theory of linear degenerate SPDEs and \(L^p ( p > 0)\) estimates for the uniform norm of weak solutions ⋮ On stochastic Langevin and Fokker-Planck equations: the two-dimensional case

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