Zusammenfassung für den Vortrag am 10.08.2015 (11:00 Uhr)

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 L^p (p ≥ 2) estimates for the time-space uniform norm of weak solutions.