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arXiv · 2401.15551

Extrinsic Derivative Formula for Distribution Dependent SDEs

Panpan Ren
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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.

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Panpan Ren. 2024-01-28. Extrinsic Derivative Formula for Distribution Dependent SDEs. https://arxiv.org/abs/2401.15551

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