|
Motivated by applications to stochastic differential equations, an extension of Hörmander’s hypoellipticity theorem is proved for second-order degenerate elliptic operators with non-smooth coefficients. The main results are established using point-wise Bessel kernel estimates and a weighted Sobolev inequality of Stein and Weiss. Of particular interest is that our results apply to operators with quite general first-order terms. Keywords Hypoellipticity Hörmander’s theorem Pseudo-differential calculus Degenerate stochastic differential equations Malliavin calculus
|
