VARIATIONAL FORMULATION OF THE FOKKER–PLANCK EQUATION WITH DECAY: A PARTICLE APPROACH (Q2859242): Difference between revisions

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Revision as of 08:49, 5 March 2024

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VARIATIONAL FORMULATION OF THE FOKKER–PLANCK EQUATION WITH DECAY: A PARTICLE APPROACH
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    VARIATIONAL FORMULATION OF THE FOKKER–PLANCK EQUATION WITH DECAY: A PARTICLE APPROACH (English)
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    7 November 2013
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    large deviations
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    Fokker-Planck equation with decay
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    Wasserstein metric
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    gradient flow
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    Mosco convergence
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