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A cost on paths of measures which induces the Fokker–Planck equation.

Authors :
Bessi, Ugo
Source :
Nonlinear Analysis. Dec2015, Vol. 129, p37-76. 40p.
Publication Year :
2015

Abstract

In [12], Feng and Nguyen (2012) define a cost on curves of measures which is finite exactly on the curves which solve a Fokker–Planck equation with L 2 drift. In this paper, using ideas of D. Gomes and E. Valdinoci, we give a different construction of the cost of Feng and Nguyen (2012). [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*COST analysis
*NONLINEAR equations
*FOKKER-Planck equation
*CURVES
*MATHEMATICAL analysis

Details

Language :
English
ISSN :
0362546X
Volume :
129
Database :
Academic Search Index
Journal :
Nonlinear Analysis
Publication Type :
Academic Journal
Accession number :
110512207
Full Text :
https://doi.org/10.1016/j.na.2015.07.023
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