On smooth approximations in the Wasserstein space

DOI10.1214/23-ECP538arXiv2303.15160OpenAlexW4385587075MaRDI QIDQ6138091FDOQ6138091

Mattia Martini, Andrea Cosso

Publication date: 5 September 2023

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: In this paper we investigate the approximation of continuous functions on the Wasserstein space by smooth functions, with smoothness meant in the sense of Lions differentiability. In particular, in the case of a Lipschitz function we are able to construct a sequence of infinitely differentiable functions having the same Lipschitz constant as the original function. This solves an open problem raised in [11]. For (resp. twice) continuously differentiable function, we show that our approximation also holds for the first-order derivative (resp. second-order derivatives), therefore solving another open problem raised in [11].

Full work available at URL: https://arxiv.org/abs/2303.15160

zbMATH Keywords

Wasserstein spacesmooth approximationsLions differentiability

Mathematics Subject Classification ID

Spaces of measures, convergence of measures (28A33) Abstract differentiation theory, differentiation of set functions (28A15) Mean field games and control (49N80)

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• Optimal Transport
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Cited In (5)

• A smooth variational principle on Wasserstein space
• Berry-Esseen smoothing inequality for the Wasserstein metric on compact Lie groups
• A Monotone Approximation to the Wasserstein Diffusion
• Propagation of chaos for mean field Schrödinger problems
• Viscosity solutions of centralized control problems in measure spaces

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