Extrinsic Derivative Formula for Distribution Dependent SDEs
Probability
2024-01-30 v1
Abstract
A Bismut type formula is established for the extrinsic derivative of distribution dependent SDEs. The main result is illustrated by nondegenerate DDSDEs with space time singular drift, as well as degenerate DDSDEs with weakly monotone coefficients.
Keywords
Cite
@article{arxiv.2401.15551,
title = {Extrinsic Derivative Formula for Distribution Dependent SDEs},
author = {Panpan Ren},
journal= {arXiv preprint arXiv:2401.15551},
year = {2024}
}
Comments
16pages