A finite-dimensional approximation for partial differential equations on Wasserstein space

Applications of stochastic analysis (to PDEs, etc.) (60H30) Theoretical approximation in context of PDEs (35A35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Viscosity solutions to PDEs (35D40)

Cites Work

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