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arXiv:1906.09839 [math.AP]AbstractReferencesReviewsResources

Higher order regularity of nonlinear Fokker-Planck PDEs with respect to the measure component

Alvin Tse

Published 2019-06-24Version 1

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.

Categories: math.AP, math.PR
Subjects: 35R06, 60H30, 65C35
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