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math.PR2025
A coupling approach to Lipschitz transport maps
Giovanni Conforti, Katharina Eichinger
In this note, we propose a probabilistic approach to bound the (dimension-free) Lipschitz constant of the Langevin flow map on introduced by Kim and Milman (2012). A…
math.PR2024
The exponential turnpike phenomenon for mean field game systems: weakly monotone drifts and small interactions
Alekos Cecchin, Giovanni Conforti, Alain Durmus +1
This article aims at quantifying the long time behavior of solutions of mean field PDE systems arising in the theory of Mean Field Games and McKean-Vlasov control. Our main contrib…