Seminar 03.10.2023

Speaker: Feng-Yu Wang (Tianjin University)

Topic: Entropy Estimate Between Diffusion Processes with Application to MV SDEs

Abstract: 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.

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