Derivative estimates on distributions of McKean-Vlasov SDEs
نویسندگان
چکیده
By using the heat kernel parameter expansion with respect to frozen SDEs, intrinsic derivative is estimated for law of Mckean-Vlasov SDEs initial distribution. As an application, total variation distance between laws two solutions bounded by Wasserstein distributions. These extend some recent results proved distribution-free noise coupling method and Malliavin calculus.
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2021
ISSN: ['1083-6489']
DOI: https://doi.org/10.1214/21-ejp582