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

作者：Bessi Ugo^*

来源：Nonlinear Analysis-Theory Methods & Applications, 2015, 129: 37-76.

DOI：10.1016/j.na.2015.07.028

• Fokker-Planck equation
• Curves of measures

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 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 (2012).

• 出版日期2015-12