arXiv · 1906.09839
Higher order regularity of nonlinear Fokker-Planck PDEs with respect to the measure component
Abstract
In this article, we establish a general formula for higher order linear functional derivatives for the composition of an arbitrary smooth functional on the 1-Wasserstein space with the solution of a Fokker-Planck PDE. This formula has important links with the theory of propagation of chaos and mean-field games.
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Alvin Tse. 2019-06-24. Higher order regularity of nonlinear Fokker-Planck PDEs with respect to the measure component. https://doi.org/10.1016/j.matpur.2021.04.005
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