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arXiv:2401.15551 [math.PR]AbstractReferencesReviewsResources

Extrinsic Derivative Formula for Distribution Dependent SDEs

Panpan Ren

Published 2024-01-28Version 1

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.

Comments: 16pages
Categories: math.PR
Subjects: 60B05, 60B10
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