04-01【王凤雨】管理楼1418 随机分析系列报告

发布者:卢珊珊发布时间:2023-03-27浏览次数:235


报告题目:Entropy Estimate Between Diffusion Processes and Application to McKean-Vlasov SDEs


报告人:王凤雨  (天津大学)


报告时间:4月1日  10:00


报告地点:管理楼1418

 

摘要:


By developing a new technique called  the bi-coupling argument, we estimate the relative entropy between different diffusion processes in terms of the distances of initial distributions and  drift-diffusion coefficients. As an application, the log-Harnack inequality is established for McKean-Vlasov SDEs with multiplicative distribution dependent noise, which appears for the first time in the literature.