Higher order Lions-Taylor expansions
arXiv:2303.17571
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.
arXiv admin note: text overlap with arXiv:2203.01185