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Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients
Discrete and Continuous Dynamical Systems, Volume: 42, Issue: 9, Start page: 4597
Swansea University Author:
Feng-yu Wang
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PDF | Accepted Manuscript
This is a pre-copy-editing, author-produced PDF of an article accepted for publication in Discrete and Continuous Dynamical Systems following peer review. The definitive publisher-authenticated version Xing Huang, Yulin Song, Feng-Yu Wang. Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients. Discrete and Continuous Dynamical Systems, doi: 10.3934/dcds.2022065 is available online at: https://www.aimsciences.org/article/doi/10.3934/dcds.2022065
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DOI (Published version): 10.3934/dcds.2022065
Abstract
Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients
| Published in: | Discrete and Continuous Dynamical Systems |
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| ISSN: | 1078-0947 1553-5231 |
| Published: |
American Institute of Mathematical Sciences (AIMS)
2022
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa59877 |
| Tags: |
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| Keywords: |
Distribution dependent SDEs, intrinsic/Lions derivative, Zvonkin's transform, Bismut formula, Malliavin derivative |
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| College: |
Faculty of Science and Engineering |
| Issue: |
9 |
| Start Page: |
4597 |