Exponential convergence in entropy and Wasserstein for McKean–Vlasov SDEs
Panpan Ren, Feng‐Yu Wang
Topics & Concepts
Degenerate energy levelsExponential functionMathematicsKullback–Leibler divergenceEntropy (arrow of time)Convergence (economics)Applied mathematicsMathematical physicsMathematical analysisPhysicsQuantum mechanicsStatisticsEconomic growthEconomicsNonlinear Partial Differential EquationsGeometric Analysis and Curvature FlowsStochastic processes and financial applications