Feng-Yu Wang

activity

20212025

collaborators

6 papers

math.PR2025

Stochastic intrinsic gradient flows on the Wasserstein space

Panpan Ren, Michael Röckner, Feng-Yu Wang +1

We construct stochastic gradient flows on the $2$ -Wasserstein space $P_{2}$ over $R^{d}$ for energy functionals of the type $W_{F} (ρ d x) = \int_{R^{d}} F (x, ρ (x)) d x$ .…

math.PR2025

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…

math.PR2025

Path-Distribution Dependent SDEs: Well-Posedness and Asymptotic Log-Harnack Inequality

Feng-Yu Wang, Chenggui Yuan, Xiao-Yu Zhao

We consider stochastic differential equations on $R^{d}$ with coefficients depending on the path and distribution for the whole history. Under a local integrability condition…

math.PR2024

Markov Processes and Stochastic Extrinsic Derivative Flows on the Space of Absolutely Continuous Measures

Panpan Ren, Feng-Yu Wang, Simon Wittmann

Let $E$ be the class of finite (resp. probability) measures absolutely continuous with respect to a $σ$ -finite Radon measure on a Polish space. We present a criterion on the quasi-…

math.PR2024

Diffusion Processes on $p$ -Wasserstein Space over Banach Space

Panpan Ren, Feng-Yu Wang, Simon Wittmann

To study diffusion processes on the p-Wasserstein space $P_{p}$ for $p \in [1, \infty)$ over a separable, reflexive Banach space $X$ , we present a criterion on the quasi-regul…

math.PR2021

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…

Stochastic intrinsic gradient flows on the Wasserstein space

Entropy-Cost Inequalities for McKean-Vlasov SDEs with Singular Interactions

Path-Distribution Dependent SDEs: Well-Posedness and Asymptotic Log-Harnack Inequality

Markov Processes and Stochastic Extrinsic Derivative Flows on the Space of Absolutely Continuous Measures

Diffusion Processes on p-Wasserstein Space over Banach Space

Exponential Ergodicity for Time-Periodic McKean-Vlasov SDEs

Diffusion Processes on $p$ -Wasserstein Space over Banach Space