Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay

DOI10.1090/PROC/15966MaRDI QIDQ5086948zbMATH OpenOpenAlexFDO

Authors Ya Wang, Fuke Wu, George Yin

Publication date 8 July 2022

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/proc/15966

zbMATH Keywords

Malliavin calculusinfinite delaystochastic functional differential equationBismut formula

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

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Cites work

• Bismut formula for Lions derivative of distribution dependent SDEs and applications
• Bismut formula for Lions derivative of distribution-path dependent SDEs
• Bismut formulae and applications for functional SPDEs
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• Derivative formula and applications for degenerate diffusion semigroups
• Derivative formulae for SDEs driven by multiplicative \(\alpha\)-stable-like processes
• Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
• EXPONENTIAL GROWTH RATES FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
• Formulae for the derivatives of heat semigroups
• Functional differential equations with infinite delay
• Gradient estimates for SDEs driven by multiplicative Lévy noise
• Harnack inequalities for stochastic partial differential equations
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• Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity
• The Malliavin Calculus and Related Topics
• Well-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approach

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