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Hörmander Type Theorem and Maximum Principle for Stochastic PDEs

  • Jinniao Qui (HU Berlin)
A3 01 (Sophus-Lie room)

Abstract

We shall first discuss the Hörmander theorem for general $It^o$ 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 $L^p$ ($p\geq 2$) estimates for the time-space uniform norm of weak solutions.

Katja Heid

MPI for Mathematics in the Sciences Contact via Mail

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