4 papers · 1 filter
A comparison principle for Wasserstein PDEs with state- and law-dependent common noise
Erhan Bayraktar, Ibrahim Ekren, Xihao He +1
We prove a comparison principle for a class of second-order Hamilton--Jacobi--Bellman equations on the Wasserstein space whose second-order term is generated by a general common-no…
Comparison for semi-continuous viscosity solutions for second order PDEs on the Wasserstein space
Erhan Bayraktar, Ibrahim Ekren, Xihao He +1
In this paper, we prove a comparison result for semi-continuous viscosity solutions of a class of second-order PDEs in the Wasserstein space. This allows us to remove the Lipschitz…
Convergence Rate of Particle System for Second-order PDEs On Wasserstein Space
Erhan Bayraktar, Ibrahim Ekren, Xin Zhang
In this paper, we provide a convergence rate for particle approximations of a class of second-order PDEs on Wasserstein space. We show that, up to some error term, the infinite-dim…
Comparison of viscosity solutions for a class of second order PDEs on the Wasserstein space
Erhan Bayraktar, Ibrahim Ekren, Xin Zhang
We prove a comparison result for viscosity solutions of second order parabolic partial differential equations in the Wasserstein space. The comparison is valid for semisolutions th…