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This article is cited in 5 scientific papers (total in 5 papers)
Research Papers
Hörmander's theorem for stochastic partial differential equations
N. V. Krylov 127 Vincent Hall, University of Minnesota, Minneapolis, MN, 55455, USA
Abstract:
Hörmander's type hypoellipticity theorem for stochastic partial differential equations is proved in the case where the coefficients are only measurable with respect to the time variable. Such equations arise, for instance, in filtering theory of partially observable diffusion processes. If one sets all coefficients of the stochastic part to be zero, one gets new results for usual parabolic PDEs.
Keywords:
hypoellipticity, SPDEs, Hörmander's theorem.
Received: 20.10.2014
Citation:
N. V. Krylov, “Hörmander's theorem for stochastic partial differential equations”, Algebra i Analiz, 27:3 (2015), 157–182; St. Petersburg Math. J., 27:3 (2016), 461–479
Linking options:
https://www.mathnet.ru/eng/aa1439 https://www.mathnet.ru/eng/aa/v27/i3/p157
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