»ã±¨±êÌâ (Title)£º Entropy Estimate Between Diffusion Processes and Application to McKean-Vlasov SDEs£¨À©É¢¹ý³Ì¼äµÄìعÀ¼Æ¼°ÆäÔÚMcKean-Vlasov Ëæ»ú΢·Ö·½³ÌÖеÄÀûÓã©

»ã±¨ÈË (Speaker)£º Íõ·ïÓê ½ÌÊÚ£¨Ìì½ò´óѧ£©

»ã±¨¹¦·ò (Time)£º2023Äê4ÔÂ8ÈÕ (ÖÜÁù) 9:00

»ã±¨µØÖ· (Place)£ºÐ£±¾²¿309

Ô¼ÇëÈË(Inviter)£ºÑô·Ò·Ò

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»ã±¨ÌáÒª£ºBy developing a new technique called the bi-coupling argument, we estimate the relative entropy between different diffusion processes in terms of the distances of initial distributions and drift-diffusion coefficients. As an application, the log-Harnack inequality is established for McKean-Vlasov SDEs with multiplicative distribution dependent noise, which appears for the first time in the literature.