TY - JOUR
T1 - Probability distance estimates between diffusion processes and applications to singular McKean-Vlasov SDEs
AU - Huang, Xing
AU - Ren, Panpan
AU - Wang, Feng-Yu
PY - 2025/3/5
Y1 - 2025/3/5
N2 - The Lk-Wasserstein distance Wk (k≥1) and the probability distance Wψ induced by a concave function ψ, are estimated between different diffusion processes with singular coefficients. As applications, the well-posedness, probability distance estimates and the log-Harnack inequality are derived for McKean-Vlasov SDEs with multiplicative distribution dependent noise, where the coefficients are singular in time-space variables and (Wk+Wψ)-Lipschitz continuous in the distribution variable. This improves existing results derived in the literature under the Wk-Lipschitz or derivative conditions in the distribution variable. © 2024 Elsevier Inc.
AB - The Lk-Wasserstein distance Wk (k≥1) and the probability distance Wψ induced by a concave function ψ, are estimated between different diffusion processes with singular coefficients. As applications, the well-posedness, probability distance estimates and the log-Harnack inequality are derived for McKean-Vlasov SDEs with multiplicative distribution dependent noise, where the coefficients are singular in time-space variables and (Wk+Wψ)-Lipschitz continuous in the distribution variable. This improves existing results derived in the literature under the Wk-Lipschitz or derivative conditions in the distribution variable. © 2024 Elsevier Inc.
KW - Diffusion processes
KW - Log-Harnack inequality
KW - Probability distance
UR - http://www.scopus.com/inward/record.url?scp=85212311982&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-85212311982&origin=recordpage
U2 - 10.1016/j.jde.2024.12.016
DO - 10.1016/j.jde.2024.12.016
M3 - RGC 21 - Publication in refereed journal
SN - 0022-0396
VL - 420
SP - 376
EP - 399
JO - Journal of Differential Equations
JF - Journal of Differential Equations
ER -