Report
Bi-Coupling Method and Applications
| العنوان: | Bi-Coupling Method and Applications |
|---|---|
| المؤلفون: | Ren, Panpan, Wang, Feng-Yu |
| سنة النشر: | 2023 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability |
| الوصف: | By 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 entropy-cost inequality is established for McKean-Vlasov SDEs with spatial-distribution dependent noise, which is open for a long time and has potential applications in optimal transport, information theory and mean field particle systems. Comment: 24 pages |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2302.13500 |
| رقم الانضمام: | edsarx.2302.13500 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |