Wasserstein space over the Wiener space

DOI10.1007/s00440-009-0199-5zbMath1201.37095OpenAlexW2003809234MaRDI QIDQ846747

Shizan Fang, Karl-Theodor Sturm, Jing Hai Shao

Publication date: 9 February 2010

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-009-0199-5

zbMATH Keywords

Riemannian manifoldgradient flowabstract Wiener spaceWasserstein distanceentropy functionaloptimal transportation problemBenamou-Brenier formulaOrnstein-Uhlenbeck evolution equation

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Stochastic calculus of variations and the Malliavin calculus (60H07)

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