Geodesics for a class of distances in the space of probability measures

Springer Science and Business Media LLC - Tập 48 - Trang 395-420 - 2012
P. Cardaliaguet1, G. Carlier1, B. Nazaret1
1CEREMADE, UMR CNRS 7534, Université Paris Dauphine, Paris Cedex 16, France

Tóm tắt

In this paper, we study the characterization of geodesics for a class of distances between probability measures introduced by Dolbeault, Nazaret and Savaré. We first prove the existence of a potential function and then give necessary and sufficient optimality conditions that take the form of a coupled system of PDEs somehow similar to the Mean-Field-Games system of Lasry and Lions. We also consider an equivalent formulation posed in a set of probability measures over curves.

Tài liệu tham khảo