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Bismut formula for Lions derivative of distribution dependent SDEs and applications
PANPAN Ren,
Feng-yu Wang
Journal of Differential Equations, Volume: 267, Issue: 8, Pages: 4745 - 4777
Swansea University Authors: PANPAN Ren, Feng-yu Wang
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DOI (Published version): 10.1016/j.jde.2019.05.016
Abstract
Bismut formula for Lions derivative of distribution dependent SDEs and applications
| Published in: | Journal of Differential Equations |
|---|---|
| ISSN: | 0022-0396 |
| Published: |
Elsevier BV
2019
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa50250 |
| Keywords: |
Distribution dependent SDEs; Bismut formula; Wasserstein distance; L-derivative |
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| Issue: |
8 |
| Start Page: |
4745 |
| End Page: |
4777 |