Bismut Formula for Intrinsic/Lions Derivatives of Distribution Dependent SDEs with Singular Coefficients

Published 24 May 2021 in math.PR | (2105.11116v2)

Abstract: By using distribution dependent Zvonkin's transforms and Malliavin calculus, the Bismut type formula is derived for the intrinisc/Lions derivatives of distribution dependent SDEs with singular drifts, which generalizes the corresponding results derived for classical SDEs and regular distribution dependent SDEs.

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