论文标题

所有变量中具有奇异性的McKean-Vlasov Sdes的log-harnack不平等和Bismut公式

Log-Harnack Inequality and Bismut Formula for McKean-Vlasov SDEs with Singularities in all Variables

论文作者

Huang, Xing, Wang, Feng-Yu

论文摘要

为了在所有(时代,空间,分布)变量中,为麦基恩 - 弗拉索夫SDES建立了log-harnack的不平等和bismut公式,其中漂移满足了时间空间的集成性条件,并且分布的连续性可能比DINI较弱。 对于2-Wasserstein距离,漂移为$ l $不同,Lipschitz的分布连续分配,主要结果大大改善了现有结果。

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.

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