Itô-Wentzell-Lions Formula for Measure Dependent Random Fields under Full and Conditional Measure Flows

Detalhes bibliográficos
Autor(a) principal: dos Reis, Gonçalo
Data de Publicação: 2022
Outros Autores: Platonov, Vadim
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/150569
Resumo: Publisher Copyright: © 2022, The Author(s).
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spelling Itô-Wentzell-Lions Formula for Measure Dependent Random Fields under Full and Conditional Measure FlowsConditional measure flowsFull measure flowsItô-Wentzell formulaLions derivativeStochastic differential equationsAnalysisPublisher Copyright: © 2022, The Author(s).We present several Itô-Wentzell formulae on Wiener spaces for real-valued functional random field of Itô type that depend on measure flows. We distinguish the full- and the marginal-measure flow cases in the spirit of mean-field games. Derivatives with respect to the measure components are understood in the sense of Lions.CMA - Centro de Matemática e AplicaçõesRUNdos Reis, GonçaloPlatonov, Vadim2023-03-14T22:44:11Z2022-05-312022-05-31T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10362/150569engdos Reis, G., & Platonov, V. (2022). Itô-Wentzell-Lions Formula for Measure Dependent Random Fields under Full and Conditional Measure Flows. Potential Analysis. https://doi.org/10.1007/s11118-022-10012-10926-2601PURE: 55679802https://doi.org/10.1007/s11118-022-10012-1info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T05:32:35Zoai:run.unl.pt:10362/150569Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:54:11.449037Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Itô-Wentzell-Lions Formula for Measure Dependent Random Fields under Full and Conditional Measure Flows
title Itô-Wentzell-Lions Formula for Measure Dependent Random Fields under Full and Conditional Measure Flows
spellingShingle Itô-Wentzell-Lions Formula for Measure Dependent Random Fields under Full and Conditional Measure Flows
dos Reis, Gonçalo
Conditional measure flows
Full measure flows
Itô-Wentzell formula
Lions derivative
Stochastic differential equations
Analysis
title_short Itô-Wentzell-Lions Formula for Measure Dependent Random Fields under Full and Conditional Measure Flows
title_full Itô-Wentzell-Lions Formula for Measure Dependent Random Fields under Full and Conditional Measure Flows
title_fullStr Itô-Wentzell-Lions Formula for Measure Dependent Random Fields under Full and Conditional Measure Flows
title_full_unstemmed Itô-Wentzell-Lions Formula for Measure Dependent Random Fields under Full and Conditional Measure Flows
title_sort Itô-Wentzell-Lions Formula for Measure Dependent Random Fields under Full and Conditional Measure Flows
author dos Reis, Gonçalo
author_facet dos Reis, Gonçalo
Platonov, Vadim
author_role author
author2 Platonov, Vadim
author2_role author
dc.contributor.none.fl_str_mv CMA - Centro de Matemática e Aplicações
RUN
dc.contributor.author.fl_str_mv dos Reis, Gonçalo
Platonov, Vadim
dc.subject.por.fl_str_mv Conditional measure flows
Full measure flows
Itô-Wentzell formula
Lions derivative
Stochastic differential equations
Analysis
topic Conditional measure flows
Full measure flows
Itô-Wentzell formula
Lions derivative
Stochastic differential equations
Analysis
description Publisher Copyright: © 2022, The Author(s).
publishDate 2022
dc.date.none.fl_str_mv 2022-05-31
2022-05-31T00:00:00Z
2023-03-14T22:44:11Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/150569
url http://hdl.handle.net/10362/150569
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv dos Reis, G., & Platonov, V. (2022). Itô-Wentzell-Lions Formula for Measure Dependent Random Fields under Full and Conditional Measure Flows. Potential Analysis. https://doi.org/10.1007/s11118-022-10012-1
0926-2601
PURE: 55679802
https://doi.org/10.1007/s11118-022-10012-1
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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