Partial derivative with respect to the measure and its application to general controlled mean-field systems

Buckdahn, R; Chen, YJ; Li, J

Chen, YJ (corresponding author), Shandong Univ, Zhongtai Secur Inst Financial Studies, Jinan 250100, Peoples R China.; Chen, YJ (corresponding author), Shandong Jianzhu Univ, Sch Sci, Jinan 250101, Peoples R China.; Li, J (corresponding author), Shandong Univ, Sch Math & Stat, Weihai 264209, Peoples R China.

STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 134 (): 265

Abstract

Let (E, epsilon) be an arbitrary measurable space. The paper first focuses on studying the partial derivative of a function f : P-2,(0)(R-d x E) ->......

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