Thursday, December 20, 2018 - 11:00 in V3-201
Bismut Formula for Lions Derivative of Distribution Dependent SDEs and Applications
A talk in the Bielefeld Stochastic Afternoon series by
Panpan Ren from University of Oxford
| Abstract: |
By using Malliavin calculus, Bismut type formulas are established for the Lions derivative of distribution dependent SDEs.
As applications, explicit estimates are derived for the Lions derivative of the associated nonlinear semigroup and the total variational distance between distributions of solutions with different initial data. Both degenerate and non-degenerate situations are considered.
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