Itô-wentzell-lions formula for measure dependent random fields under full and conditional measure flows

HIGHLIGHTS

  • who: Gonu00e7alo dos Reis from the University of Edinburgh, School of Mathematics, Edinburgh, Edinburgh, FD, UK have published the research: Itu00f4-Wentzell-Lions Formula for Measure Dependent Random Fields under Full and Conditional Measure Flows, in the Journal: (JOURNAL)
  • what: In this manuscript the authors propose Itou0302-Wentzell formulae for random fields that embed measure-functionals in a way that is amenable to an analysis in the sense of Lions derivatives. Direct applications within mean-field optimal control could be envisaged in neuroscience modeling ; extending the contribution of_[22, 37], where the classical Itou0302-Wentzell . . .

     

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