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Harnack Inequality for Distribution Dependent Stochastic Hamiltonian System

Probability 2022-12-29 v2

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 H\"{o}lder-Dini continuous functions, which are β(β>23)\beta (\beta>\frac{2}{3})-H\"{o}lder 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 L2L^2-Wasserstein distance.

Keywords

Cite

@article{arxiv.2208.07082,
  title  = {Harnack Inequality for Distribution Dependent Stochastic Hamiltonian System},
  author = {Xing Huang and Xiaochen Ma},
  journal= {arXiv preprint arXiv:2208.07082},
  year   = {2022}
}

Comments

23 pages

R2 v1 2026-06-25T01:42:31.898Z