Related papers: H\"ormander-Type Theorem for It\^o Processes and R…

We prove H\"ormander's type hypoellipticity theorem for stochastic partial differential equations when the coefficients are only measurable with respect to the time variable. The need for such kind of results comes from filtering theory of…

In this paper, we are concerned with possibly degenerate stochastic partial differential equations (SPDEs). An $L^2$-theory is introduced, from which we derive the H\"ormander theorem with an analytical approach. With the method of De…

We derive the forward and backward filtering equations for a class of degenerate partially observable diffusions, satisfying the weak H\"ormander condition. Our approach is based on the H\"older theory for degenerate SPDEs that allows to…

We establish a H\"{o}rmander type theorem for the multilinear pseudo-differential operators, which is also a generalization of the results in \cite{MR4322619} to symbols depending on the spatial variable. Most known results for multilinear…

We are dealing with possibly degenerate second-order parabolic operators whose coefficients are infinitely differentiable with respect to space variables and only measurable with respect to the time variable. We impose the H\"ormander…

We give a short proof of It\^o's formula for stochastic Hilbert-space valued processes in the setting $V\subset H\subset V^{*}$ based on the possibility to lift the stochastic differentials, which are originally in $V^{*}$, into $H$. Using…

We present an abstract framework for establishing smoothing properties within a specific class of inhomogeneous discrete-time Markov processes. These properties, in turn, serve as a basis for demonstrating the existence of density functions…

In this paper, we are interested in path-dependent stochastic differential equations (SDEs) which are controlled by Brownian motion and its delays. Within this non-Markovian context, we give a H \"ormander-type criterion for the regularity…

Microlocal analysis techniques are extended and applied to stochastic partial differential equations (SPDEs). In particular, the H\"ormander propagation of singularities theorem is shown to be valid for hyperbolic SPDEs driven by a standard…

We obtain two-sided bounds for the density of stochastic processes satisfying a weak H\"ormander condition. In particular we consider the cases when the support of the density is not the whole space and when the density has various…

In this paper, we present new proofs for both the sharp $L^p$ estimate and the decoupling theorem for the H\"ormander oscillatory integral operator. The sharp $L^p$ estimate was previously obtained by Stein\;\cite{stein1} and Bourgain-Guth…

A class of backward doubly stochastic differential equations (BDSDEs in short) with continuous coefficients is studied. We give the comparison theorems, the existence of the maximal solution and the structure of solutions for BDSDEs with…

Elliptic and parabolic integro-differential model problems are considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in L_{p}-spaces of functions whose regularity is defined by a scalable,…

We propose to study a new type of Backward stochastic differential equations driven by a family of It\^o's processes. We prove existence and uniqueness of the solution, and investigate stability and comparison theorem.

Motivated by applications to stochastic differential equations, an extension of H\"{o}rmander's hypoellipticity theorem is proved for second-order degenerate elliptic operators with non-smooth coefficients. The main results are established…

We consider possibly degenerate parabolic operators in the form $$ \sum_{k=1}^{m}X_{k}^{2}+X_{0}-\partial_{t}, $$ that are naturally associated to a suitable family of stochastic differential equations, and satisfying the H\"ormander…

We obtain Liouville type theorems for degenerate elliptic equation with a drift term and a potential. The diffusion is driven by H\"ormander operators. We show that the conditions imposed on the coefficients of the operator are optimal.…

Explicit solutions for a class of linear backward stochastic differential equations (BSDE) driven by Gaussian Volterra processes are given. These processes include the multifractional brownian motion and the multifractional…

We investigate H\"ormander spectral multiplier theorems as they hold on $X = L^p(\Omega),\: 1 < p < \infty,$ for many self-adjoint elliptic differential operators $A$ including the standard Laplacian on $\R^d.$ A strengthened matricial…

We derive an It\^o-type formula for a measure-valued process that has a decomposition analogous to a classical semimartingale. The derivation begins with a time partitioning approach similar to the classical proof of It\^o's formula. To…