Higher order Lions-Taylor expansions
Fuente:
arXiv
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| Main Author: | |
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| Format: | Preprint |
| Published: |
2023
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| Subjects: | |
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| _version_ | 1866916247631822848 |
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| author | Salkeld, William |
| author_facet | Salkeld, William |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2303_17571 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Higher order Lions-Taylor expansions Salkeld, William Probability 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. |
| title | Higher order Lions-Taylor expansions |
| topic | Probability |
| url | https://arxiv.org/abs/2303.17571 |