Bi-Coupling method and applications

• 成果类型: Article; Early Access
• 署名作者: Ren, Panpan; Wang, Feng-Yu
• 署名单位: Tianjin University; City University of Hong Kong
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-025-01394-5
• 发表日期: 2025
• 关键词: distribution dependent sdes; fokker-planck equations; INEQUALITY

摘要

By developing a new technique called the bi-coupling argument, we estimate the relative entropy between different diffusion processes in terms of the distances of initial distributions and drift-diffusion coefficients. As an application, the entropy-cost inequality is established for McKean-Vlasov SDEs with spatial-distribution dependent noise, which is open for a long time and has potential applications in optimal transport, information theory and mean field particle systems.