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

DOI10.1016/J.NA.2015.07.023zbMath1347.49043arXiv1612.06279OpenAlexW1879652429MaRDI QIDQ893299

Ugo Bessi

Publication date: 13 November 2015

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.06279

zbMATH Keywords

Fokker-Planck equationcurves of measures

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Fokker-Planck equations (35Q84)

Cites Work

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• From a large-deviations principle to the Wasserstein gradient flow: a new micro-macro passage
• From the Schrödinger problem to the Monge-Kantorovich problem
• Existence and stability for Fokker-Planck equations with log-concave reference measure
• Optimal mass transportation and Mather theory
• Entropy penalization methods for Hamilton-Jacobi equations
• Heat Flow and Calculus on Metric Measure Spaces with Ricci Curvature Bounded Below—The Compact Case

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