Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes (Q2423613)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes |
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Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes (English)
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20 June 2019
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nonlinear PDE for probability measures
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path-distribution dependent sdes
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Wasserstein distance
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Harnack inequality
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coupling by change of measure
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