An entropy generation formula on $RCD(K,\infty)$ spaces
Analysis of PDEs
2018-07-20 v1 Optimization and Control
Abstract
J. Feng and T. Nguyen have shown that the solutions of the Fokker-Planck equation in satisfy an entropy generation formula. We prove that, in compact metric measure spaces with the property, a similar result holds for curves of measures whose density is bounded away from zero and infinity. We use this fact to show the existence of minimal characteristics for the stochastic value function.
Keywords
Cite
@article{arxiv.1807.07379,
title = {An entropy generation formula on $RCD(K,\infty)$ spaces},
author = {Ugo Bessi},
journal= {arXiv preprint arXiv:1807.07379},
year = {2018}
}