2 papers
math.PR2025
Bismut Formula and Gradient Estimates for Dirichlet Semigroups with Application to Singular Killed DDSDEs
Feng-Yu Wang, Xiao-Yu Zhao
By establishing a local version of Bismut formula for Dirichlet semigroups on a regular domain, gradient estimates are derived for killed SDEs with singular drifts. As an applicati…
math.PR2025
Path-Distribution Dependent SDEs: Well-Posedness and Asymptotic Log-Harnack Inequality
Feng-Yu Wang, Chenggui Yuan, Xiao-Yu Zhao
We consider stochastic differential equations on with coefficients depending on the path and distribution for the whole history. Under a local integrability condition…