报告题目：Entropy Estimate Between Diffusion Processes and Application to McKean-Vlasov SDEs

报告人：王凤雨  （天津大学）

报告时间：4月1日  10：00

报告地点：管理楼1418

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 log-Harnack inequality is established for McKean-Vlasov SDEs with multiplicative distribution dependent noise, which appears for the first time in the literature.