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

نویسندگان

چکیده

In this article, we establish a general formula for higher order linear functional derivatives the composition of an arbitrary smooth on 1-Wasserstein space with solution Fokker-Planck PDE. This has important links theory propagation chaos and mean-field games. Dans cet nous établissons une formule générale pour les dérivées fonctionnelles linéaires d'ordre supérieur la d'une fonctionnelle régulière arbitraire sur l'espace avec EDP de Fokker-Planck. Cette des liens importants théorie du et jeux à champ moyen.

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ژورنال

عنوان ژورنال: Journal de Mathématiques Pures et Appliquées

سال: 2021

ISSN: ['0021-7824', '1776-3371']

DOI: https://doi.org/10.1016/j.matpur.2021.04.005