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Partial derivative with respect to the measure and its application to general controlled mean-field systems

Stochastic Processes and Their Applications, 2021
Let ( E , E ) be an arbitrary measurable space. The paper first focuses on studying the partial derivative of a function f : P 2 , 0 ( R d × E ) → R defined on the space of probability measures μ over ( R d × E , B ( R d ) ⊗ E ) whose first marginal μ 1 ≔
Rainer Buckdahn
exaly   +2 more sources

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