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

DOI10.1016/J.NA.2015.07.023zbMATH Open1347.49043arXiv1612.06279OpenAlexW1879652429MaRDI QIDQ893299FDOQ893299

Ugo Bessi

Publication date: 13 November 2015

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

Abstract: J. Feng and T. Nguyen have defined a cost on curves of measures which is finite exactly on the curves which solve a Fokker-Planck equation with $L^2$ drift. In this paper, using ideas of D. Gomes and E. Valdinoci, we give a different construction of the cost of Feng and Nguyen.

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

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zbMATH Keywords

Fokker-Planck equationcurves of measures

Mathematics Subject Classification ID

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

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