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Bismut formula for Lions derivative of distribution-path dependent SDEs

Jianhai Bao, Panpan Ren, Feng-yu Wang

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

Swansea University Author: Feng-yu Wang

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

Published in: Journal of Differential Equations
ISSN: 0022-0396 1090-2732
Published: Elsevier BV 2021
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URI: https://cronfa.swan.ac.uk/Record/cronfa56247
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spelling 2025-01-15T13:12:20.2414408 v2 56247 2021-02-13 Bismut formula for Lions derivative of distribution-path dependent SDEs 6734caa6d9a388bd3bd8eb0a1131d0de Feng-yu Wang Feng-yu Wang true false 2021-02-13 Journal Article Journal of Differential Equations 282 285 329 Elsevier BV 0022-0396 1090-2732 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 COLLEGE CODE Swansea University Not Required 2025-01-15T13:12:20.2414408 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 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
1090-2732
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 2021-05-05T20:08:26Z
_version_ 1821981022838849536
score 11.048042

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