The Dirichlet-Ferguson diffusion on the space of probability measures over a closed Riemannian manifold

DOI10.1214/21-AOP1541WikidataQ115240787 ScholiaQ115240787MaRDI QIDQ2129694FDOQ2129694

Lorenzo Dello Schiavo

Publication date: 22 April 2022

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.11598

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zbMATH Keywords

Wasserstein diffusionDirichlet-Ferguson diffusionDirichlet-Ferguson measuremodified massive Arratia flow

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Probability measures on topological spaces (60B05) Diffusion processes (60J60) Random measures (60G57) Dirichlet form methods in Markov processes (60J46)

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Cited In (16)

• Title not available (Why is that?)
• The Dirichlet-Ferguson Diffusion on the Space of Probability Measures over a Closed Riemannian Manifold
• Characteristic functionals of Dirichlet measures
• Reversible coalescing-fragmentating Wasserstein dynamics on the real line
• On Dean-Kawasaki dynamics with smooth drift potential
• A Rademacher-type theorem on \(L^2\)-Wasserstein spaces over closed Riemannian manifolds
• Density of subalgebras of Lipschitz functions in metric Sobolev spaces and applications to Wasserstein Sobolev spaces
• Ergodic decomposition of Dirichlet forms via direct integrals and applications
• Space-differential filtration of Markov processes on one-dimensional stochastic manifolds
• A Mecke-type characterization of the Dirichlet-Ferguson measure
• A class of processes on the path space over a compact Riemannian manifold with unbounded diffusion
• Ergodic decompositions of Dirichlet forms under order isomorphisms
• Optimal transport with optimal transport cost: the Monge-Kantorovich problem on Wasserstein spaces
• Ornstein-Uhlenbeck type processes on Wasserstein spaces
• Dean-Kawasaki equation with initial condition in the space of positive distributions
• The Dean-Kawasaki equation and the structure of density fluctuations in systems of diffusing particles

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