Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay

DOI10.1090/proc/15966zbMath1503.60113OpenAlexW4206118865MaRDI QIDQ5086948

George Yin, Fuke Wu, Ya Wang

Publication date: 8 July 2022

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/proc/15966

zbMATH Keywords

Malliavin calculusinfinite delayBismut formulastochastic functional differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic functional-differential equations (34K50)

Cites Work

• Unnamed Item
• Derivative formula and applications for degenerate diffusion semigroups
• Bismut formulae and applications for functional SPDEs
• Gradient estimates for SDEs driven by multiplicative Lévy noise
• Invariant measures for stochastic functional differential equations with superlinear drift term
• Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity
• Large deviations and the Malliavin calculus
• Functional differential equations with infinite delay
• Formulae for the derivatives of heat semigroups
• Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
• Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
• Well-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approach
• Derivative formulae for SDEs driven by multiplicative \(\alpha\)-stable-like processes
• Bismut formula for Lions derivative of distribution dependent SDEs and applications
• Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
• Bismut formula for Lions derivative of distribution-path dependent SDEs
• Methods of Nonlinear Analysis
• The Malliavin Calculus and Related Topics
• DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs
• Harnack Inequalities for Stochastic Partial Differential Equations
• EXPONENTIAL GROWTH RATES FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS

This page was built for publication: Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay