Abstract for the talk at 10.08.2015 (11:00 h)Arbeitsgemeinschaft ANGEWANDTE ANALYSIS
Jinniao Qui (HU Berlin)
Hörmander Type Theorem and Maximum Principle for Stochastic PDEs
We shall first discuss the Hörmander theorem for general Itô processes and related (Kolmogrov) forward/backward stochastic PDEs, which may be beyond the scope of Markovian framework. Furthermore, we would also present the maximum principle for forward stochastic PDEs under a Hörmander type condition, which states the Lp (p ≥ 2) estimates for the time-space uniform norm of weak solutions.