Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations

DOI10.1016/j.jfa.2012.07.015zbMath1262.35064OpenAlexW1979823563MaRDI QIDQ1762334

François Delarue, Dan Crisan

Publication date: 23 November 2012

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2012.07.015

zbMATH Keywords

Malliavin calculusbackward stochastic differential equationsprobabilistic methodsUFG condition

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) A priori estimates in context of PDEs (35B45) Stochastic calculus of variations and the Malliavin calculus (60H07) PDEs with randomness, stochastic partial differential equations (35R60)

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