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
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.