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20202024
most citedNeural Network Approximation of Optimal Controls for Stochastic Reaction-Diffusion Equations

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math.PR2024

The Lions Derivative in Infinite Dimensions -- Application to Higher Order Expansion of Mean-Field SPDEs

Alexander Vogler, Wilhelm Stannat

In this paper we present a new interpretation of the Lions derivative as the Radon-Nikodym derivative of a vector measure, which provides a canonical extension of the Lions derivat…