A Monotone Approximation to the Wasserstein Diffusion

DOI10.1007/978-3-319-00786-1_2MaRDI QIDQ2950219zbMATH OpenOpenAlexFDO

Authors Karl-Theodor Sturm

Publication date 8 October 2015

Published in Singular Phenomena and Scaling in Mathematical Models (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1105.3963

zbMATH Keywords

Dirichelet-Ferguson processDirichlet formdistribution of random meansentropic measureisomorphismsmonotone approximationprojectionsWasserstein diffusionWasserstein space

Mathematics Subject Classification ID

Dynamics induced by flows and semiflows (37C10) Diffusion processes (60J60) Brownian motion (60J65)

Abstract: Von Renesse and the author (Ann. Prob. '09) developed a second order calculus on the Wasserstein space P([0,1]) of probability measures on the unit interval. The basic objects of interest had been Dirichlet form, semigroup and continuous Markov process, called Wasserstein diffusion. The goal of this paper is to derive approximations of these objects on the infinite dimensional space P([0, 1]) in terms of appropriate objects on finite dimensional spaces. In particular, we will approximate the Wasserstein diffusion in terms of interacting systems of Brownian motions.

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Cited in

(9)

• A new approach for the construction of a Wasserstein diffusion
• Dean-Kawasaki dynamics: ill-posedness vs. triviality
• Wasserstein kernels for one-dimensional diffusion problems
• Gradient flows on Wasserstein spaces over compact Alexandrov spaces
• scientific article; zbMATH DE number 5680003 (Why is no real title available?)
• Finsler structure in the \(p\)-Wasserstein space and gradient flows
• Wasserstein diffusion on multidimensional spaces
• Itô's formula for the rearranged stochastic heat equation
• Rearranged stochastic heat equation

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