论文标题
McKean-Vlasov SDE的分布的衍生性估计值
Derivative Estimates on Distributions of McKean-Vlasov SDEs
论文作者
论文摘要
通过使用相对于冷冻的SDE，使用热内核参数扩展，可以估计McKean-Vlasov SDE定律相对于初始分布的定律。作为一种应用，两种解决方案法律之间的总变化距离受到瓦斯恒星距离的初始分布的界定。通过使用耦合方法和malliavin conculus，这些结果扩展了一些最新结果。
By using the heat kernel parameter expansion with respect to the frozen SDEs, the intrinsic derivative is estimated for the law of Mckean-Vlasov SDEs with respect to the initial distribution. As an application, the total variation distance between the laws of two solutions is bounded by the Wasserstein distance for initial distributions. These extend some recent results proved for distribution-free noise by using the coupling method and Malliavin calculus.
