In [12], Feng and Nguyen (2012) define a cost on curves of measures which is finite exactly on the curves which solve a Fokker–Planck equation with L2 drift. In this paper, using ideas of D. Gomes and E. Valdinoci, we give a different construction of the cost of Feng and Nguyen (2012).
Bessi, U. (2015). A cost on paths of measures which induces the Fokker-Planck equation. NONLINEAR ANALYSIS, 129, 37-76.
A cost on paths of measures which induces the Fokker-Planck equation.
BESSI, Ugo
2015-01-01
Abstract
In [12], Feng and Nguyen (2012) define a cost on curves of measures which is finite exactly on the curves which solve a Fokker–Planck equation with L2 drift. In this paper, using ideas of D. Gomes and E. Valdinoci, we give a different construction of the cost of Feng and Nguyen (2012).File in questo prodotto:
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