BISMUT FORMULA FOR INTRINSIC/LIONS DERIVATIVES OF DISTRIBUTION DEPENDENT SDES WITH SINGULAR COEFFICIENTS

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS（2022）

引用 7|浏览4

暂无评分

摘要

By using distribution dependent Zvonkin???s transforms and Malliavin calculus, the Bismut type formula is derived for the intrinisc/Lions derivatives of distribution dependent SDEs with singular drifts, which generalizes the corresponding results derived for classical SDEs and regular distribution dependent SDEs.

查看译文

关键词

Distribution dependent SDEs, intrinsic, Lions derivative, Zvonkin?s transform, Bismut formula, Malliavin derivative

AI 理解论文

溯源树

样例

生成溯源树，研究论文发展脉络

Chat Paper

正在生成论文摘要