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Exponential convergence in entropy and Wasserstein for McKean–Vlasov SDEs
Nonlinear Analysis ( IF 1.4 ) Pub Date : 2021-01-22 , DOI: 10.1016/j.na.2021.112259 Panpan Ren , Feng-Yu Wang
中文翻译:
McKean–Vlasov SDE的熵和Wasserstein的指数收敛
更新日期:2021-01-24
Nonlinear Analysis ( IF 1.4 ) Pub Date : 2021-01-22 , DOI: 10.1016/j.na.2021.112259 Panpan Ren , Feng-Yu Wang
The following type of exponential convergence is proved for (non-degenerate or degenerate) McKean–Vlasov SDEs: where are constants, is the distribution of the solution at time , is the unique invariant probability measure, is the relative entropy and is the -Wasserstein distance. In particular, this type of exponential convergence holds for some (non-degenerate or degenerate) granular media type equations generalizing those studied in Carrillo et al. (2003) and Guillin et al. (0000) on the exponential convergence in a mean field entropy.
中文翻译:
McKean–Vlasov SDE的熵和Wasserstein的指数收敛
对于(非退化的或退化的)McKean–Vlasov SDE,证明了以下类型的指数收敛: 哪里 是常数 是当时解决方案的分布 , 是唯一不变的概率测度, 是相对熵, 是个 -Wasserstein距离。特别是,这种类型的指数收敛适用于某些(非退化的或退化的)粒状介质类型方程,这些方程概括了Carrillo等人研究的方程。(2003)和Guillin等。(0000)关于平均场熵的指数收敛。