7 papers
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\}…
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…
Entropy-Cost Inequalities for McKean-Vlasov SDEs with Singular Interactions
Xing Huang, Panpan Ren, Feng-Yu Wang
For a class of McKean-Vlasov stochastic differential equations with singular interactions, which include the Coulomb/Riesz/Biot-Savart kernels as typical examples (Examples 2.1 and…
Log-Sobolev Inequalities and Exponential Ergodicity for Non-degenerate and Degenerate McKean-Vlasov SDEs
Xing Huang, Eva Kopfer, Panpan Ren
The exponential ergodicity of partially dissipative McKean-Vlasov SDEs in the \(L^1\)-Wasserstein distance has been extensively studied using asymptotic reflection coupling. Howeve…
Exponential Ergodicity in Relative Entropy and -Wasserstein Distance for non-equilibrium partially dissipative Kinetic SDEs
Xing Huang, Eva Kopfer, Pierre Monmarché +1
In this paper, we derive exponential ergodicity in relative entropy for general kinetic SDEs under a partially dissipative condition. It covers non-equilibrium situations where the…
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…