Hörmander-type theorem for Itô processes and related backward SPDEs

Jinniao Qiu

doi:10.3150/16-BEJ816

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Home > Journals > Bernoulli > Volume 24 > Issue 2 > Article

May 2018 Hörmander-type theorem for Itô processes and related backward SPDEs

Jinniao Qiu

Bernoulli 24(2): 956-970 (May 2018). DOI: 10.3150/16-BEJ816

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Abstract

A Hörmander-type theorem is established for Itô processes and related backward stochastic partial differential equations (BSPDEs). A short self-contained proof is also provided for the $L^{2}$-theory of linear, possibly degenerate BSPDEs, in which new gradient estimates are obtained.

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Jinniao Qiu. "Hörmander-type theorem for Itô processes and related backward SPDEs." Bernoulli 24 (2) 956 - 970, May 2018. https://doi.org/10.3150/16-BEJ816