An entropy generation formula on RCD(K,) spaces

DOI10.1007/S00030-018-0518-6MaRDI QIDQ1783741zbMATH OpenOpenAlexFDO

Authors Ugo Bessi

Publication date 21 September 2018

Published in NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.07379

zbMATH Keywords

Fokker-Planck equationmetric measure spacesstochastic value function

Mathematics Subject Classification ID

Weak solutions to PDEs (35D30) Optimality conditions for problems involving randomness (49K45) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal stochastic control (93E20)

Abstract: J. Feng and T. Nguyen have shown that the solutions of the Fokker-Planck equation in $R^d$ satisfy an entropy generation formula. We prove that, in compact metric measure spaces with the $RCD(K,infty)$ property, a similar result holds for curves of measures whose density is bounded away from zero and infinity. We use this fact to show the existence of minimal characteristics for the stochastic value function.

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Cited in

(3)

• Benamou-Brenier and duality formulas for the entropic cost on \(\mathsf{RCD}^*(K,N)\) spaces
• Hamilton-Jacobi in metric spaces with a homological term
• The stochastic value function in metric measure spaces

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