{ "id": "2401.15551", "version": "v1", "published": "2024-01-28T03:08:06.000Z", "updated": "2024-01-28T03:08:06.000Z", "title": "Extrinsic Derivative Formula for Distribution Dependent SDEs", "authors": [ "Panpan Ren" ], "comment": "16pages", "categories": [ "math.PR" ], "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.", "revisions": [ { "version": "v1", "updated": "2024-01-28T03:08:06.000Z" } ], "analyses": { "subjects": [ "60B05", "60B10" ], "keywords": [ "distribution dependent sdes", "extrinsic derivative formula", "space time singular drift", "bismut type formula", "nondegenerate ddsdes" ], "note": { "typesetting": "TeX", "pages": 16, "language": "en", "license": "arXiv", "status": "editable" } } }