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.
Bessi, U. (2018). An entropy generation formula on RCD(K,infty) spaces. NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS, 25(26), 1-33.
An entropy generation formula on RCD(K,infty) spaces
Ugo Bessi
Investigation
2018-01-01
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.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
