Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients

DOI10.3934/dcds.2022065zbMath1491.60081arXiv2105.11116OpenAlexW3165290061MaRDI QIDQ2158226

Feng-Yu Wang, Xing Huang, Yulin Song

Publication date: 26 July 2022

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.11116

zbMATH Keywords

Bismut formulaMalliavin derivativeZvonkin's transformdistribution dependent SDEsintrinsic/Lions derivative

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (3)

Large and moderate deviation principles for path-distribution-dependent stochastic differential equations ⋮ Large deviation principle for distribution dependent S(P)DEs with singular drift ⋮ Derivative formula for singular McKean-Vlasov SDEs

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