HJB equations driven by the Dirichlet-Ferguson Laplacian in Wasserstein-Sobolev spaces

François Delarue, Mattia Martini, Giacomo Enrico Sodini

We study linear and nonlinear PDEs defined on the space of $\mathcal{P}({\mathbb{T}}^d)$ over the flat torus ${\mathbb{T}}^d$, equipped with the Dirichlet-Ferguson measure $\mathcal{D}…