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math.PR2024
Coupling Methods and Applications on Path Dependent McKean-Vlasov SDEs
Xing Huang, Xiaochen Ma
By using coupling by change of conditional probability measure, the log-Harnack inequality for path dependent McKean-Vlasov SDEs with distribution dependent diffusion coefficients…
math.PR2022
Harnack Inequality for Distribution Dependent Stochastic Hamiltonian System
Xing Huang, Xiaochen Ma
The dimension free Harnack inequality is established for the distribution dependent stochastic Hamiltonian system, where the drift is Lipschitz continuous in the measure variable u…