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 Algebra i Analiz: Year: Volume: Issue: Page: Find

 Algebra i Analiz, 2015, Volume 27, Issue 3, Pages 157–182 (Mi aa1439)

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.

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English version:
St. Petersburg Mathematical Journal, 2016, 27:3, 461–479

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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

Citation in format AMSBIB
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