Parametric Fokker-Planck equation

DOI10.1007/978-3-030-26980-7_74zbMath1458.60079arXiv1903.10076OpenAlexW2969211630MaRDI QIDQ2305289

Wuchen Li, Hongyuan Zha, Shu Liu, Hao-Min Zhou

Publication date: 10 March 2020

Full work available at URL: https://arxiv.org/abs/1903.10076

zbMATH Keywords

Fokker-Planck equationgradient flowinformation geometrystatistical manifoldoptimal transport

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Convergence of probability measures (60B10) Linear and affine connections (53B05) Sufficiency and information (62B99) Fokker-Planck equations (35Q84) Optimal transportation (49Q22)

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