On smooth approximations in the Wasserstein space

DOI10.1214/23-ECP538arXiv2303.15160OpenAlexW4385587075MaRDI QIDQ6138091

Mattia Martini, Andrea Cosso

Publication date: 5 September 2023

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2303.15160

zbMATH Keywords

smooth approximationsWasserstein spaceLions differentiability

Mathematics Subject Classification ID

Spaces of measures, convergence of measures (28A33) Abstract differentiation theory, differentiation of set functions (28A15) Mean field games and control (49N80)

Cites Work

• Unnamed Item
• Unnamed Item
• Strong-viscosity solutions: classical and path-dependent PDEs
• Probabilistic Theory of Mean Field Games with Applications I
• Optimal Transport
• Viscosity Solutions for Obstacle Problems on Wasserstein Space
• Kolmogorov equations on spaces of measures associated to nonlinear filtering processes
• Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension

This page was built for publication: On smooth approximations in the Wasserstein space