• Published 2018

Analysis in the space of measures

  title={Analysis in the space of measures},
  author={Pierre Cardaliaguet},
The goal of this short course is to introduce some aspects of the calculus in the space of probability measures. These questions have attracted a lot of attention in the last two decades. A first motivation has been the theory of optimal transport and the analysis of the gradient flows in the space of measures [2, 35, 36, 37]. Another subject, the theory of mean field games (MFG), see [9, 16, 29, 30, 31, 32], has shown the necessity to develop calculus and the analysis of partial differential… CONTINUE READING