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Density functions of distribution dependent SDEs driven by Lévy noises

This work is supported by NNSFC (No. 11971227, 11790272)
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  • By Malliavin calculus for Wiener-Poisson functionals and Lions derivative for probability measures, existence and smoothness of density functions for distribution dependent SDEs with Lévy noises are derived.

    Mathematics Subject Classification: Primary: 60H10; Secondary: 60H07.

    Citation:

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