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

DOI10.1016/j.spa.2024.104508MaRDI QIDQ6658927

Xing Huang

Publication date: 8 January 2025

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

relative entropycouplingpropagation of chaoslog-Harnack inequalityMcKean-Vlasov stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

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