Log-Harnack inequality and exponential ergodicity for distribution dependent Chan-Karolyi-Longstaff-Sanders and Vasicek models (Q6111898): Difference between revisions
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Latest revision as of 18:33, 30 December 2024
scientific article; zbMATH DE number 7722792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log-Harnack inequality and exponential ergodicity for distribution dependent Chan-Karolyi-Longstaff-Sanders and Vasicek models |
scientific article; zbMATH DE number 7722792 |
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Log-Harnack inequality and exponential ergodicity for distribution dependent Chan-Karolyi-Longstaff-Sanders and Vasicek models (English)
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4 August 2023
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log-Harnack inequality
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exponential ergodicity
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McKean-Vlasov SDEs
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Wasserstein distance
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relative entropy
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