Derivative formulas and gradient estimates for SDEs driven by α-stable processes

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Gradient estimates for SDEs driven by multiplicative Lévy noise (2013, background): “Recently, a time-change argument was introduced in [20] to establish Bismut-ElworthyLi’s derivative formula of Pt for the case that Lt is an α-stable process, σt is invertible and independent of the space variable (i.”
Bismut formula for Lions derivative of distribution-path dependent SDEs (2020, methodology): “Due to their wide applications, the Bismut type formulas have been investigated for different models; see, for instance, [10, 25, 31, 32, 39, 41] for SDEs/SPDEs driven by jump processes, [16, 17, 24, 36, 35, 38, 40] for hypoelliptic diffusion semigroups, and [2, 14, 15] for SDEs with fractional nois”