Higher order Lions-Taylor expansions

William Salkeld

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arXiv · 2303.17571

Higher order Lions-Taylor expansions

William Salkeld

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Abstract

In this paper, we provide some of the necessary mathematics to describe higher order Lions-Taylor expansions. The Lions derivative of a functional on the Wasserstein space of measures quantifies infinitesimal perturbations on measures in terms of infinite variation on a linear space of random variables.

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William Salkeld. 2023-03-30. Higher order Lions-Taylor expansions. https://arxiv.org/abs/2303.17571

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