A cost on paths of measures which induces the Fokker-Planck equation
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costcurvesequationfengfokker-planckmeasuresnguyenconstruction
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J. Feng and T. Nguyen have defined a cost on curves of measures which is finite exactly on the curves which solve a Fokker-Planck equation with $L^2$ drift. In this paper, using ideas of D. Gomes and E. Valdinoci, we give a different construction of the cost of Feng and Nguyen.
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