3 citations · 3 across the 10 of their papers we have counts for
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McKean-Vlasov SDEs with Local Distributional Interactions: Well-Posedness and Entropy-Cost Estimates
Xing Huang, Panpan Ren, Feng-Yu Wang
We study McKean-Vlasov SDEs with interaction kernels in $\tt W^{-\dd,k},$ the local negative Sobolev space on with indexes $\dd \in [0,\infty)$ and We der…
Regularity Estimates for Singular Density Dependent SDEs
Feng-Yu Wang, Qiumiao Wen, Fen-Fen Yang
Consider the density dependent (i.e. Nemytskii-type) SDEs on , where the drift is locally integrable in and may…
Super and Weak Poincaré Inequalities for Sticky-Reflected Diffusion Processes
Feng-Yu Wang
As a continuation to \cite{MRW} where the Poincaré and log-Sobolev inequalities were studied for the sticky-reflected Brownian motion on Riemannian manifolds with boundary, this pa…
Exponential Ergodicity for McKean-Vlasov SDEs with Singular Interactions
Xing Huang, Feng-Yu Wang
Let and consider the -distance $$\|μ-ν\|_{k*}:= \sup\Big\{|μ(f)-ν(f)|:\ f\in\B_b(\R^d),\ \|f\|_{\tt L^k}:=\sup_{x\in \R^d}\|1_{B(x,1)}f\|_{L^k}\le 1\Big\}$$ b…
Strong Feller Regularisation of 1-d Nonlinear Transport by Reflected Ornstein-Uhlenbeck Noise
Max-K. von Renesse, Feng-Yu Wang, Alexander Weiß
We consider equations of nonlinear transport on the circle with regular self interactions appearing in aggregation models and deterministic mean field dynamics. We introduce a rand…
Bismut Formula and Gradient Estimates for Dirichlet Semigroups with Application to Singular Killed DDSDEs
Feng-Yu Wang, Xiao-Yu Zhao
By establishing a local version of Bismut formula for Dirichlet semigroups on a regular domain, gradient estimates are derived for killed SDEs with singular drifts. As an applicati…
Numerical approximation to the invariant measure of McKean-Vlasov stochastic differential equations
Yuanping Cui, Xiaoyue Li, Yi Liu +1
Inspired by the stochastic particle method, this paper develops an easily implementable explicit scheme for McKean-Vlasov stochastic differential equations (MV-SDEs) with superline…
Functional Inequalities for Brownian Motion on Riemannian Manifolds with Sticky-Reflecting Boundary Diffusion
Marie Bormann, Max von Renesse, Feng-Yu Wang
We prove geometric upper bounds for the Poincaré and Logarithmic Sobolev constants for Brownian motion on manifolds with sticky reflecting boundary diffusion i.e. extended Wentzell…
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…
Log-Harnack Inequality and Bismut Formula for McKean-Vlasov SDEs with Singularities in all Variables
Xing Huang, Feng-Yu Wang
The log-Harnack inequality and Bismut formula are established for McKean-Vlasov SDEs with singularities in all (time, space, distribution) variables, where the drift satisfies an i…