A cost on paths of measures which induces the Fokker–Planck equation. (December 2015)

• Record Type: Journal Article
• Authors: Bessi, Ugo
• Is Part Of: Nonlinear analysis. Volume 129(2015)
• Page Start: 37
• Page End: 76
• Publication Date: 2015-12
• Subjects: Fokker–Planck equation -- Curves of measures; Mathematical analysis -- Periodicals; Functional analysis -- Periodicals; Nonlinear theories -- Periodicals; Analyse mathématique -- Périodiques; Analyse fonctionnelle -- Périodiques; Théories non linéaires -- Périodiques; Functional analysis; Mathematical analysis; Nonlinear theories; Periodicals; Electronic journals; 515.7248
• DOI: 10.1016/j.na.2015.07.023
• Languages: English
• ISSNs: 0362-546X

Abstract

Abstract: 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).