{ "id": "1906.09839", "version": "v1", "published": "2019-06-24T10:28:35.000Z", "updated": "2019-06-24T10:28:35.000Z", "title": "Higher order regularity of nonlinear Fokker-Planck PDEs with respect to the measure component", "authors": [ "Alvin Tse" ], "categories": [ "math.AP", "math.PR" ], "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.", "revisions": [ { "version": "v1", "updated": "2019-06-24T10:28:35.000Z" } ], "analyses": { "subjects": [ "35R06", "60H30", "65C35" ], "keywords": [ "higher order regularity", "nonlinear fokker-planck pdes", "measure component", "higher order linear functional derivatives" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }