Wednesday, January 20, 2021 - 14:00 in ZOOM - Video Conference
Exponential Convergence in Entropy of McKean-Vlasov SDEs
A talk in the Bielefeld Stochastic Afternoon series by
Feng-Yu Wang from Tianjin University
| Abstract: |
By using log-Harnack and Talagrand inequalities, theexponential convergence in entropy is proved for non-degenerate or degenerate McKean-Vlasov SDEs. As applications, this type exponential convergence is confirmed for non-degenerate/degenerate granular media type equations generalizing existing studies on the exponential convergence in a mean field entropy studied by J. A. Carrillo, R. J. McCann, C. Villani (2003) and A. Guillin, W. Liu, L. Wu, C. Zhang (2019)
Please contact stochana@math.uni-bielefeld.de for Meeting-ID and Password.
|
Back
