{
  "id": "2302.13500",
  "version": "v1",
  "published": "2023-02-27T03:52:46.000Z",
  "updated": "2023-02-27T03:52:46.000Z",
  "title": "Entropy Estimate Between Diffusion Processes and Application to McKean-Vlasov SDEs",
  "authors": [
    "Panpan Ren",
    "Feng-Yu Wang"
  ],
  "comment": "21 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2023-02-27T03:52:46.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "diffusion processes",
      "mckean-vlasov sdes",
      "entropy estimate",
      "application",
      "multiplicative distribution dependent noise"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 21,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}