Hörmander-Type Theorem for Itô Processes and Related Backward SPDEs

2014/12/17 by Jinniao Qiu, Qiu, Jinniao · 2 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #35S10 #60H10 #60H15 #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Numerical methods in inverse problems #Stochastic processes and financial applications #math.AP #msc:35S10 #msc:60H10 #msc:60H15

paper · pdf · doi:10.48550/arxiv.1412.5481

15 pages

openalex publication_date 2014/12/17 · arxiv created 2015/03/20 · arxiv updated 2015/03/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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 L²-theory of linear, possibly degenerate BSPDEs, in which new gradient estimates are obtained.

Cited by

• Viscosity Solutions of Stochastic Hamilton-Jacobi-Bellman Equations
• L²-Theory of Linear Degenerate SPDEs and L^p (p>0) Estimates for the Uniform Norm of Weak Solutions

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