Hörmander-Type Theorem for Itô Processes and Related Backward SPDEs

preprint2015arXivOpen access

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 L2L^2-theory of linear, possibly degenerate BSPDEs, in which new gradient estimates are obtained.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.