Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay
DOI10.1090/PROC/15966zbMATH Open1503.60113OpenAlexW4206118865MaRDI QIDQ5086948FDOQ5086948
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
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Cites Work
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- Methods of nonlinear analysis. Applications to differential equations
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- Formulae for the derivatives of heat semigroups
- Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
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- Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
- Derivative formula and applications for degenerate diffusion semigroups
- DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs
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- Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
- Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity
- Bismut formula for Lions derivative of distribution dependent SDEs and applications
- Well-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approach
- Bismut formula for Lions derivative of distribution-path dependent SDEs
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