Higher order Lions-Taylor expansions

Published 30 Mar 2023 in math.PR | (2303.17571v2)

Abstract: In this paper, we provide some of the necessary mathematics to describe higher order Lions-Taylor expansions. The Lions derivative of a functional on the Wasserstein space of measures quantifies infinitesimal perturbations on measures in terms of infinite variation on a linear space of random variables.

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William Salkeld

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