Wednesday, June 11, 2025 - 14:00 in V3-201+Zoom
Log-Sobolev Inequality for Decoupled and McKean-Vlasov SDEs and Application on Exponential Ergodicity
A talk in the Bielefeld Stochastic Afternoon series by
Xing Huang from Tianjin University
| Abstract: |
The exponential ergodicity in the $ L^1 $-Wasserstein distance
for partially dissipative McKean-Vlasov SDEs has been extensively
studied. However, the question of exponential ergodicity in the $ L^2
$-Wasserstein distance and relative entropy has remained unresolved.
This paper addresses the problem by establishing the log-Sobolev
inequality for both the time-marginal distributions and the invariant
probability measure, providing a positive resolution.
As part of the groundwork, the log-Sobolev inequality is investigated
for the associated time-inhomogeneous semigroup. The main results are
further extended to degenerate diffusion.
Within the CRC this talk is associated to the project(s): A5 |
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