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| Main Author: | |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2401.15551 |
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| _version_ | 1866929226217684992 |
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| author | Ren, Panpan |
| author_facet | Ren, Panpan |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2401_15551 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Extrinsic Derivative Formula for Distribution Dependent SDEs Ren, Panpan Probability 60B05 60B10 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. |
| title | Extrinsic Derivative Formula for Distribution Dependent SDEs |
| topic | Probability 60B05 60B10 |
| url | https://arxiv.org/abs/2401.15551 |