Regularities and exponential ergodicity in entropy for SDEs driven by distribution dependent noise

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

Derivative formula and applications for degenerate diffusion semigroups
Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality
Hypercontractivity and applications for stochastic Hamiltonian systems
Harnack inequalities on manifolds with boundary and applications
Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds
Large deviations and the Malliavin calculus
How violent are fast controls?
Formulae for the derivatives of heat semigroups
Logarithmic Sobolev inequalities on noncompact Riemannian manifolds
The Bismut-Elworthy-Li formula for mean-field stochastic differential equations
Smoothing properties of McKean-Vlasov SDEs
Distribution dependent SDEs for Landau type equations
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Distribution dependent stochastic differential equations
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Bismut formula for Lions derivative of distribution dependent SDEs and applications
Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes
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Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
Bismut formula for Lions derivative of distribution-path dependent SDEs
Harnack Inequalities for Stochastic Partial Differential Equations
Log-Harnack inequality and exponential ergodicity for distribution dependent Chan-Karolyi-Longstaff-Sanders and Vasicek models
Derivative formula for singular McKean-Vlasov SDEs
Derivative formulas in measure on Riemannian manifolds