42 citations · 97 across the 28 of their papers we have counts for
29 papers
Bismut Formula for Intrinsic Derivative of DDSDEs with Singular Interactions
Panpan Ren
In recent years, remarkable progress has been made for Distribution dependent stochastic equations (DDSDEs) with singular interactions, existing results include wellposedness, prop…
Stochastic intrinsic gradient flows on the Wasserstein space
Panpan Ren, Michael Röckner, Feng-Yu Wang +1
We construct stochastic gradient flows on the -Wasserstein space over for energy functionals of the type .…
Markov Processes and Stochastic Extrinsic Derivative Flows on the Space of Absolutely Continuous Measures
Panpan Ren, Feng-Yu Wang, Simon Wittmann
Let be the class of finite (resp. probability) measures absolutely continuous with respect to a -finite Radon measure on a Polish space. We present a criterion on the quasi-…
Diffusion Processes on -Wasserstein Space over Banach Space
Panpan Ren, Feng-Yu Wang, Simon Wittmann
To study diffusion processes on the p-Wasserstein space for over a separable, reflexive Banach space , we present a criterion on the quasi-regul…
Entropy Estimate for Degenerate SDEs with Applications to Nonlinear Kinetic Fokker-Planck Equations
Zhongmin Qian, Panpan Ren, Feng-Yu Wang
The relative entropy for two different degenerate diffusion processes is estimated by using the Wasserstein distance of initial distributions and the difference between coefficient…
Singular Degenerate SDEs: Well-Posedness and Exponential Ergodicity
Panpan Ren, Martin Grothaus, Feng-Yu Wang
The well-posedness and exponential ergodicity are proved for stochastic Hamiltonian systems containing a singular drift term which is locally integrable in the component with noise…
Probability Distance Estimates Between Diffusion Processes and Applications to Singular McKean-Vlasov SDEs
Xing Huang, Panpan Ren, Feng-Yu Wang
The -Wasserstein distance and the probability distance induced by a concave function , are estimated between different diffusion proc…
Bi-Coupling Method and Applications
Panpan Ren, Feng-Yu Wang
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 distribut…
Ornstein-Uhlenbeck Type Processes on Wasserstein Space
Panpan Ren, Feng-Yu Wang
Let be the space of probability measures on having finite second moment, and consider the Riemannian structure on induced by the intrinsic deri…
Singular McKean-Vlasov SDEs: Well-Posedness, Regularities and Wangs Harnack Inequality
Panpan Ren
The well-posedness and regularity estimates in initial distributions are derived for singular McKean-Vlasov SDEs, where the drift contains a locally standard integrable term and a…
Exponential Ergodicity for Time-Periodic McKean-Vlasov SDEs
Panpan Ren, Karl-Theodor Sturm, Feng-Yu Wang
As extensions to the corresponding results derived for time homogeneous McKean- Vlasov SDEs, the exponential ergodicity is proved for time-periodic distribution dependent SDEs in t…
Order Preservation and Positive Correlation for Nonlinear Fokker Planck Equations
Panpan Ren
By investigating McKean-Vlasov SDEs, the order preservation and positive correlation are characterized for nonlinear Fokker-Planck equations. The main results recover the correspon…
Moderate Deviation Principles for Unbounded Additive Functionals of Distribution Dependent SDEs
Panpan Ren, Shen Wang
By comparing the original equations with the corresponding stationary ones, the moderate deviation principle (MDP) is established for unbounded additive functionals of several diff…
Distribution Dependent Stochastic Differential Equations
Xing Huang, Panpan Ren, Feng-Yu Wang
Due to their intrinsic link with nonlinear Fokker-Planck equations and many other applications, distribution dependent stochastic differential equations (DDSDEs for short) have bee…
Exponential Convergence in Entropy and Wasserstein Distance for McKean-Vlasov SDEs
Panpan Ren, Feng-Yu Wang
The following type exponential convergence is proved for (non-degenerate or degenerate) McKean-Vlasov SDEs: $$W_2(μ_t,μ_\infty)^2 +{\rm Ent}(μ_t|μ_\infty)\le c {\rm e}^{-λt} \min\b…
Distribution-Path Dependent Nonlinear SPDEs with Application to Stochastic Transport Type Equations
Panpan Ren, Hao Tang, Feng-Yu Wang
By using a regularity approximation argument, the global existence and uniqueness are derived for a class of nonlinear SPDEs depending on both the whole history and the distributio…
Milstein schemes and antithetic multilevel Monte Carlo sampling for delay McKean-Vlasov equations and interacting particle systems
Jianhai Bao, Christoph Reisinger, Panpan Ren +1
In this paper, we first derive Milstein schemes for an interacting particle system associated with point delay McKean-Vlasov stochastic differential equations (McKean-Vlasov SDEs),…
Bismut Formula for Lions Derivative of Distribution-Path Dependent SDEs
Jianhai Bao, Panpan Ren, Feng-Yu Wang
To characterize the regularity of distribution-path dependent SDEs in the initial distribution which varies in the class of probability measures on the path space, we introduce the…
First order convergence of Milstein schemes for McKean-Vlasov equations and interacting particle systems
Jianhai Bao, Christoph Reisinger, Panpan Ren +1
In this paper, we derive fully implementable first order time-stepping schemes for McKean--Vlasov stochastic differential equations (McKean--Vlasov SDEs), allowing for a drift term…
Donsker-Varadhan Large Deviations for Path-Distribution Dependent SPDEs
Panpan Ren, Feng-Yu Wang
As an important tool characterizing the long time behavior of Markov processes, the Donsker-Varadhan LDP (large deviation principle) does not directly apply to distribution depende…
Derivative Formulas in Measure on Riemannian Manifolds
Panpan Ren, Feng-Yu Wang
We characterise the link of derivatives in measure, which are introduced in [AKR,Card,ORS] respectively by different means, for functions on the space of finite measure…
Linearization of Nonlinear Fokker-Planck Equations and Applications
Panpan Ren, Michael Rockner, Feng-Yu Wang
We associate a coupled nonlinear Fokker-Planck equation on , i.e. with solution paths in $\scr P$, to a linear Fokker-Planck equation for probability measures on the product…
Spectral Gap for Measure-Valued Diffusion Processes
Panpan Ren, Feng-Yu Wang
The spectral gap is estimated for measure-valued diffusion processes induced by the intrinsic/extrinsic derivatives on the space of finite measures over a Riemannian manifold. This…
Path Independence of Additive Functionals for SDEs under G-framework
Panpan Ren, Fen-Fen Yang
The path independence of additive functionals for SDEs driven by the G-Brownian motion is characterized by nonlinear PDEs. The main result generalizes the existing ones for SDEs dr…