No Cover Image

Journal article 592 views 89 downloads

Bismut formula for Lions derivative of distribution-path dependent SDEs

Jianhai Bao, Panpan Ren, Feng-yu Wang Orcid Logo

Journal of Differential Equations, Volume: 282, Pages: 285 - 329

Swansea University Author: Feng-yu Wang Orcid Logo

  • 20BRW.pdf

    PDF | Accepted Manuscript

    ©2021 All rights reserved. All article content, except where otherwise noted, is licensed under a Creative Commons Attribution Non-Commercial No Derivatives License (CC-BY-NC-ND

    Download (431.47KB)

Check full text

DOI (Published version): 10.1016/j.jde.2021.02.019

Published in: Journal of Differential Equations
ISSN: 0022-0396
Published: Elsevier BV 2021
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa56247
Tags: Add Tag
No Tags, Be the first to tag this record!
first_indexed 2021-02-23T15:08:33Z
last_indexed 2021-02-24T04:21:30Z
id cronfa56247
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2021-02-23T15:10:02.5654157</datestamp><bib-version>v2</bib-version><id>56247</id><entry>2021-02-13</entry><title>Bismut formula for Lions derivative of distribution-path dependent SDEs</title><swanseaauthors><author><sid>6734caa6d9a388bd3bd8eb0a1131d0de</sid><ORCID>0000-0003-0950-1672</ORCID><firstname>Feng-yu</firstname><surname>Wang</surname><name>Feng-yu Wang</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2021-02-13</date><deptcode>SMA</deptcode><abstract/><type>Journal Article</type><journal>Journal of Differential Equations</journal><volume>282</volume><journalNumber/><paginationStart>285</paginationStart><paginationEnd>329</paginationEnd><publisher>Elsevier BV</publisher><placeOfPublication/><isbnPrint/><isbnElectronic/><issnPrint>0022-0396</issnPrint><issnElectronic/><keywords>Distribution-path dependent SDEs; Bismut formula; Asymptotic Bismut formula; Malliavin calculus; Lions derivative</keywords><publishedDay>5</publishedDay><publishedMonth>5</publishedMonth><publishedYear>2021</publishedYear><publishedDate>2021-05-05</publishedDate><doi>10.1016/j.jde.2021.02.019</doi><url/><notes/><college>COLLEGE NANME</college><department>Mathematics</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>SMA</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2021-02-23T15:10:02.5654157</lastEdited><Created>2021-02-13T01:52:19.7491112</Created><path><level id="1">Faculty of Science and Engineering</level><level id="2">School of Mathematics and Computer Science - Mathematics</level></path><authors><author><firstname>Jianhai</firstname><surname>Bao</surname><order>1</order></author><author><firstname>Panpan</firstname><surname>Ren</surname><order>2</order></author><author><firstname>Feng-yu</firstname><surname>Wang</surname><orcid>0000-0003-0950-1672</orcid><order>3</order></author></authors><documents><document><filename>56247__19290__f0866901cc744f37a68602a25c9cbdb1.pdf</filename><originalFilename>20BRW.pdf</originalFilename><uploaded>2021-02-13T02:34:56.2449178</uploaded><type>Output</type><contentLength>441827</contentLength><contentType>application/pdf</contentType><version>Accepted Manuscript</version><cronfaStatus>true</cronfaStatus><embargoDate>2022-02-19T00:00:00.0000000</embargoDate><documentNotes>&#xA9;2021 All rights reserved. All article content, except where otherwise noted, is licensed under a Creative Commons Attribution Non-Commercial No Derivatives License (CC-BY-NC-ND</documentNotes><copyrightCorrect>true</copyrightCorrect><language>eng</language><licence>https://creativecommons.org/licenses/by-nc-nd/4.0/</licence></document></documents><OutputDurs/></rfc1807>
spelling 2021-02-23T15:10:02.5654157 v2 56247 2021-02-13 Bismut formula for Lions derivative of distribution-path dependent SDEs 6734caa6d9a388bd3bd8eb0a1131d0de 0000-0003-0950-1672 Feng-yu Wang Feng-yu Wang true false 2021-02-13 SMA Journal Article Journal of Differential Equations 282 285 329 Elsevier BV 0022-0396 Distribution-path dependent SDEs; Bismut formula; Asymptotic Bismut formula; Malliavin calculus; Lions derivative 5 5 2021 2021-05-05 10.1016/j.jde.2021.02.019 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2021-02-23T15:10:02.5654157 2021-02-13T01:52:19.7491112 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Jianhai Bao 1 Panpan Ren 2 Feng-yu Wang 0000-0003-0950-1672 3 56247__19290__f0866901cc744f37a68602a25c9cbdb1.pdf 20BRW.pdf 2021-02-13T02:34:56.2449178 Output 441827 application/pdf Accepted Manuscript true 2022-02-19T00:00:00.0000000 ©2021 All rights reserved. All article content, except where otherwise noted, is licensed under a Creative Commons Attribution Non-Commercial No Derivatives License (CC-BY-NC-ND true eng https://creativecommons.org/licenses/by-nc-nd/4.0/
title Bismut formula for Lions derivative of distribution-path dependent SDEs
spellingShingle Bismut formula for Lions derivative of distribution-path dependent SDEs
Feng-yu Wang
title_short Bismut formula for Lions derivative of distribution-path dependent SDEs
title_full Bismut formula for Lions derivative of distribution-path dependent SDEs
title_fullStr Bismut formula for Lions derivative of distribution-path dependent SDEs
title_full_unstemmed Bismut formula for Lions derivative of distribution-path dependent SDEs
title_sort Bismut formula for Lions derivative of distribution-path dependent SDEs
author_id_str_mv 6734caa6d9a388bd3bd8eb0a1131d0de
author_id_fullname_str_mv 6734caa6d9a388bd3bd8eb0a1131d0de_***_Feng-yu Wang
author Feng-yu Wang
author2 Jianhai Bao
Panpan Ren
Feng-yu Wang
format Journal article
container_title Journal of Differential Equations
container_volume 282
container_start_page 285
publishDate 2021
institution Swansea University
issn 0022-0396
doi_str_mv 10.1016/j.jde.2021.02.019
publisher Elsevier BV
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 1
active_str 0
published_date 2021-05-05T04:11:04Z
_version_ 1763753762797649920
score 11.016235

Similar Items