The Bismut-Elworthy-Li formula for mean-field stochastic differential equations (Q1635968): Difference between revisions

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+Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation
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+Large deviations and the Malliavin calculus
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+Mean-field stochastic differential equations and associated PDEs
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+MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
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+Formulae for the derivatives of heat semigroups
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+Applications of Malliavin calculus to Monte Carlo methods in finance
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+Interchanging the order of differentiation and stochastic integration
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+Voting as communicating: mandates, multiple candidates, and the signaling voter's curse
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+The Malliavin Calculus and Related Topics
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