H\"ormander-Type Theorem for It\^o Processes and Related Backward SPDEs
Analysis of PDEs
2015-03-23 v2
Abstract
A H\"ormander-type theorem is established for It\^o processes and related backward stochastic partial differential equations (BSPDEs). A short self-contained proof is also provided for the -theory of linear, possibly degenerate BSPDEs, in which new gradient estimates are obtained.
Cite
@article{arxiv.1412.5481,
title = {H\"ormander-Type Theorem for It\^o Processes and Related Backward SPDEs},
author = {Jinniao Qiu},
journal= {arXiv preprint arXiv:1412.5481},
year = {2015}
}
Comments
15 pages