Year: 2022
Type: preprint
Abstract: The dimension free Harnack inequality is established for the distribution dependent stochastic Hamiltonian system, where the drift is Lipschitz continuous in the measure variable under the distance induced by the Hölder-Dini continuous functions, which are $β(β>\frac{2}{3})$-Hölder continuous on the degenerate component and square root of Dini continuous on the non-degenerate one. The results extend the existing ones in which the drift is Lipschitz continuous in the measure variable under $L^2$-Wasserstein distance.
Source: arXiv (Cornell University)
Authors: Huang, Xing, Ma, Xiaochen
Institution: Tianjin University
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Award: G6405730534
OpenAlex ID: W4292122403