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<p>By developing a new technique called the bi-coupling argument, we estimate the relative entropy between different diffusion processes in terms of the distances of initial distributions and drift-diffusion coefficients. As an application, the entropy-cost inequality is established for McKean-Vlasov SDEs with spatial-distribution dependent noise, which is open for a long time and has potential applications in optimal transport, information theory and mean field particle systems.</p>

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Bi-Coupling method and applications

  • 期刊论文

  • 发表日期：

    2025年6月18日

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  • Panpan Ren,
  • Feng-Yu Wang

摘要

By developing a new technique called the bi-coupling argument, we estimate the relative entropy between different diffusion processes in terms of the distances of initial distributions and drift-diffusion coefficients. As an application, the entropy-cost inequality is established for McKean-Vlasov SDEs with spatial-distribution dependent noise, which is open for a long time and has potential applications in optimal transport, information theory and mean field particle systems.