Journal article 668 views 114 downloads
Bismut formula for Lions derivative of distribution-path dependent SDEs
Jianhai Bao,
Panpan Ren,
Feng-yu Wang
Journal of Differential Equations, Volume: 282, Pages: 285 - 329
Swansea University Author: Feng-yu Wang
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DOI (Published version): 10.1016/j.jde.2021.02.019
Abstract
Bismut formula for Lions derivative of distribution-path dependent SDEs
| Published in: | Journal of Differential Equations |
|---|---|
| ISSN: | 0022-0396 1090-2732 |
| Published: |
Elsevier BV
2021
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa56247 |
| Keywords: |
Distribution-path dependent SDEs; Bismut formula; Asymptotic Bismut formula; Malliavin calculus; Lions derivative |
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| College: |
Faculty of Science and Engineering |
| Start Page: |
285 |
| End Page: |
329 |