Abstract

We present an approach for proving uniqueness of ODEs in the Wasserstein space. We give an overview of basic tools needed to deal with Hamiltonian ODE in the Wasserstein space and show various continuity results for value functions. We discuss a concept of viscosity solutions of Hamilton-Jacobi equations in metric spaces and in some cases relate it to viscosity solutions in the sense of differentials in the Wasserstein space.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call