Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients
نویسندگان
چکیده
<p style='text-indent:20px;'>By using distribution dependent Zvonkin's transforms and Malliavin calculus, the Bismut type formula is derived for intrinisc/Lions derivatives of SDEs with singular drifts, which generalizes corresponding results classical regular SDEs.</p>
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ژورنال
عنوان ژورنال: Discrete and Continuous Dynamical Systems
سال: 2022
ISSN: ['1553-5231', '1078-0947']
DOI: https://doi.org/10.3934/dcds.2022065