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Extrinsic Derivative Formula for Distribution Dependent SDEs (2401.15551v1)

Published 28 Jan 2024 in 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.

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