Itô-Wentzell-Lions Formula for Measure Dependent Random Fields under Full and Conditional Measure Flows
نویسندگان
چکیده
Abstract We present several Itô-Wentzell formulae on Wiener spaces for real-valued functional random field of Itô type that depend measure flows. distinguish the full- and marginal-measure flow cases in spirit mean-field games. Derivatives with respect to components are understood sense Lions.
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ژورنال
عنوان ژورنال: Potential Analysis
سال: 2022
ISSN: ['1572-929X', '0926-2601']
DOI: https://doi.org/10.1007/s11118-022-10012-1