Entropy estimate for degenerate SDEs with applications to nonlinear kinetic Fokker-Planck equations
entropy estimatedegenerate diffusion processstochastic Hamiltonian systemnonlinear kinetic Fokker-Planck equation
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Fokker-Planck equations (35Q84) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Generation, random and stochastic difference and differential equations (37H10)
- Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality
- Estimates of distances between solutions of Fokker-Planck-Kolmogorov equations with partially degenerate diffusion matrices
- \(\varphi\)-entropies: convexity, coercivity and hypocoercivity for Fokker-Planck and kinetic Fokker-Planck equations
- Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
- Fokker-Planck-Kolmogorov equations with a partially degenerate diffusion matrix
- A hypocoercivity related ergodicity method for singularly distorted non-symmetric diffusions
- Comparison theorem and estimates for transition probability densities of diffusion processes
- Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
- Derivative formula and applications for degenerate diffusion semigroups
- Distribution dependent SDEs for Landau type equations
- Exponential convergence in entropy and Wasserstein for McKean-Vlasov SDEs
- Gradient estimates for diffusion semigroups with singular coefficients
- Hypercontractivity and applications for stochastic Hamiltonian systems
- Hypocoercivity
- Hypocoercivity for linear kinetic equations conserving mass
- Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
- Singular McKean-Vlasov SDEs: well-posedness, regularities and Wang's Harnack inequality
- Subexponential decay in kinetic Fokker-Planck equation: weak hypocoercivity
- Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems
- Weak Poincaré inequalities and \(L^2\)-convergence rates of Markov semigroups
- Weak Poincaré inequalities for convergence rate of degenerate diffusion processes
- Weighted \(L^2\)-contractivity of Langevin dynamics with singular potentials
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