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

DOI10.1016/j.jfa.2012.07.015zbMath1262.35064MaRDI 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 calculus; backward stochastic differential equations; probabilistic methods; UFG condition

Mathematics Subject Classification ID

35B65: Smoothness and regularity of solutions to PDEs

35B45: A priori estimates in context of PDEs

60H07: Stochastic calculus of variations and the Malliavin calculus

35R60: PDEs with randomness, stochastic partial differential equations

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