Coupling by change of measure for conditional McKean-Vlasov SDEs and applications (Q6658927)

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scientific article; zbMATH DE number 7963486
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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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