Доповідач: Feng-Yu Wang (Тяньцзіньський університет)
Тема: Entropy Estimate Between Diffusion Processes with Application to MV SDEs
Тези: 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 entropy-cost inequality is established for McKean-Vlasov SDEs.