Log-Harnack Inequality and Bismut Formula for McKean-Vlasov SDEs with Singularities in all Variables
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2022
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| Acceso en línea: | |
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| _version_ | 1866915276388302848 |
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| author | Huang, Xing Wang, Feng-Yu |
| author_facet | Huang, Xing Wang, Feng-Yu |
| contents | The log-Harnack inequality and Bismut formula are established for McKean-Vlasov SDEs with singularities in all (time, space, distribution) variables, where the drift satisfies an integrability condition in time-space, and the continuity in distribution may be weaker than Dini.
The main results considerably improve the existing ones for the case where the drift is $L$-differentiable and Lipschitz continuous in distribution with respect to the 2-Wasserstein distance. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2207_11536 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Log-Harnack Inequality and Bismut Formula for McKean-Vlasov SDEs with Singularities in all Variables Huang, Xing Wang, Feng-Yu Probability The log-Harnack inequality and Bismut formula are established for McKean-Vlasov SDEs with singularities in all (time, space, distribution) variables, where the drift satisfies an integrability condition in time-space, and the continuity in distribution may be weaker than Dini. The main results considerably improve the existing ones for the case where the drift is $L$-differentiable and Lipschitz continuous in distribution with respect to the 2-Wasserstein distance. |
| title | Log-Harnack Inequality and Bismut Formula for McKean-Vlasov SDEs with Singularities in all Variables |
| topic | Probability |
| url | https://arxiv.org/abs/2207.11536 |