Higher order Lions-Taylor expansions
Probability
2024-05-16 v2
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.
Cite
@article{arxiv.2303.17571,
title = {Higher order Lions-Taylor expansions},
author = {William Salkeld},
journal= {arXiv preprint arXiv:2303.17571},
year = {2024}
}
Comments
arXiv admin note: text overlap with arXiv:2203.01185