Hörmander’s theorem for stochastic partial differential equations

DOI10.1090/spmj/1398zbMath1439.60061arXiv1309.5543OpenAlexW2964341839MaRDI QIDQ2797732

Nicolai V. Krylov

Publication date: 6 April 2016

Published in: St. Petersburg Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.5543

zbMATH Keywords

hypoellipticitySPDEsHörmander's theorem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Hypoelliptic equations (35H10)

Related Items (7)

Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients ⋮ The parametrix method for parabolic SPDEs ⋮ Backward and forward filtering under the weak Hörmander condition ⋮ Space regularity for evolution operators modeled on Hörmander vector fields with time dependent measurable coefficients ⋮ \(L^2\)-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 ⋮ Hypoellipticity for filtering problems of partially observable diffusion processes

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