Bismut Formula for Lions Derivative of Distribution Dependent SDEs and Applications
讲座名称：
Bismut Formula for Lions Derivative of Distribution Dependent SDEs and Applications
讲座时间：
2019-03-26
讲座人：
任盼盼
形式：
校区：
兴庆校区
实践学分：
讲座内容：
讲座题目：Bismut Formula for Lions Derivative of Distribution Dependent SDEs and Applications
讲座时间：2019年3月26日（星期二）下午16：00-17:00
讲座地点：数学楼112
讲座人：任盼盼
讲座简介：
By using Malliavin calculus, Bismut type formulas are established for the Lions derivative of Ptf(μ):=Ef(Xμt), where t>0, f is a bounded measurable function, and Xμt solves a distribution dependent SDE with initial distribution μ. As applications, explicit estimates are derived for the Lions derivative and the total variational distance between distributions of solutions with different initial data. Both degenerate and non-degenerate situations are considered. Due to the lack of the semigroup property and the invalidity of the formula Ptf(μ)=∫Ptf(x)μ(dx), essential difficulties are overcome in the study.
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