activity
20172026
most citedRelative entropy convergence under Picard's iteration for stochastic differential equations

2 citations · 2 across the 5 of their papers we have counts for

collaborators
Showing math.PRShow all

2 papers · 1 filter

math.PR2026

High-Order Talagrand and Eldan--Gross Inequalities via Besov-Type Variance Functionals

Guangyue Han, Peijie Li

By introducing high-order Besov-type variance functionals that generalize the canonical variance, we develop a unified framework for proving high-order Talagrand-type inequalities…

math.PR2017★ 2 cited

Relative entropy convergence under Picard's iteration for stochastic differential equations

Tsz Hin Ng, Guangyue Han

For a family of stochastic differential equations, we investigate the asymptotic behaviors of its corresponding Picard's iteration, establishing convergence results in terms of rel…