Hörmander-Type Theorem for Itô Processes and Related Backward SPDEs
Qiu, Jinniao
Original · EN
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.
English translation
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