Coupling by change of measure for conditional McKean-Vlasov SDEs and applications (Q6658927)
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scientific article; zbMATH DE number 7963486
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coupling by change of measure for conditional McKean-Vlasov SDEs and applications |
scientific article; zbMATH DE number 7963486 |
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Coupling by change of measure for conditional McKean-Vlasov SDEs and applications (English)
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8 January 2025
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McKean-Vlasov stochastic differential equation
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log-Harnack inequality
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coupling
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propagation of chaos
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relative entropy
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