Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients (Q2158226)
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scientific article; zbMATH DE number 7562698
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| English | Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients |
scientific article; zbMATH DE number 7562698 |
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Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients (English)
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26 July 2022
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distribution dependent SDEs
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intrinsic/Lions derivative
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Zvonkin's transform
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Bismut formula
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Malliavin derivative
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0.95792747
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0.9471025
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0.89667165
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0.8933443
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0.8824482
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0.8788523
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0.87761974
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0.8736674
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0.8697424
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0.8689162
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