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

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

Cites Work

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

Cited In (1)

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

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