Derivative formulas in measure on Riemannian manifolds

DOI10.1112/BLMS.12542MaRDI QIDQ6175067zbMATH OpenOpenAlexWikidataFDO

Authors Panpan Ren, Feng-Yu Wang

Publication date 17 August 2023

Published in Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1908.03711, https://cronfa.swan.ac.uk/Record/cronfa56987

zbMATH Keywords

\(L\)-derivativeintrinsic derivativemeasure on Riemannian manifolds

Mathematics Subject Classification ID

Integration on manifolds; measures on manifolds (58C35) Probability measures on topological spaces (60B05) Convergence of probability measures (60B10)

Abstract: We characterise the link of derivatives in measure, which are introduced in [AKR,Card,ORS] respectively by different means, for functions on the space $mathbbM$ of finite measures over a Riemannian manifold $M$. For a reasonable class of functions $f$, the extrinsic derivative $D^{E}f$ coincides with the linear functional derivative $D^{F}f$, the intrinsic derivative $D^{I}f$ equals to the $L$-derivative $D^{L}f$, and ${\displaystyle }$D^If(eta)(x)= D^{L}f(eta)(x)= lim_{sdownarrow 0} frac 1 s

abla f(eta+s delta_cdot)(x) =

abla �ig{D^E f (eta)�ig}(x), (x,eta)in M imesmathbb M,${\displaystyle }$ where $abla$ is the gradient on $M$, $delt{a}_x$ is the Dirac measure at $x$, and ${\displaystyle }$D^Ef(eta)(x):= limlimits_{sdownarrow 0} frac { f(eta+s delta_x)-f(eta)} s, xin M${\displaystyle }$ is the extrinsic derivative of $f$ at $etainmathbbM$. This gives a simple way to calculate the intrinsic or $L$-derivative, and is extended to functions of probability measures. %This provides a simple way to calculate the intrinsic/Lions derivative.

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Cites work

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• scientific article; zbMATH DE number 961212 (Why is no real title available?)
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Cited in

(13)

• Linearization of nonlinear Fokker-Planck equations and applications
• Spectral gap for measure-valued diffusion processes
• Bismut formula for Lions derivative of distribution-path dependent SDEs
• Derivatives of regular measures
• Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows
• Kolmogorov equations on spaces of measures associated to nonlinear filtering processes
• Regularities and exponential ergodicity in entropy for SDEs driven by distribution dependent noise
• Log-Harnack inequality and Bismut formula for McKean-Vlasov SDEs with singularities in all variables
• Uniform in time weak propagation of chaos on the torus
• Extrinsic derivative formula for distribution dependent SDEs
• Brownian particles controlled by their occupation measure
• Controlled superprocesses and HJB equation in the space of finite measures
• Krylov-Veretennikov decomposition for measure-valued processes induced by stochastic differential equations with interaction on Riemannian manifolds

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