Abstract
<p style='text-indent:20px;'>By using distribution dependent Zvonkin's transforms and Malliavin calculus, the Bismut type formula is derived for the intrinisc/Lions derivatives of distribution dependent SDEs with singular drifts, which generalizes the corresponding results derived for classical SDEs and regular distribution dependent SDEs.</p>
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have