On smooth approximations in the Wasserstein space

DOI10.1214/23-ECP538MaRDI QIDQ6138091zbMATH OpenOpenAlexFDO

Authors Andrea Cosso, Mattia Martini

Publication date 5 September 2023

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

Full work available at URL https://arxiv.org/abs/2303.15160, https://projecteuclid.org/journals/electronic-communications-in-probability/volume-28/issue-none/On-smooth-approximations-in-the-Wasserstein-space/10.1214/23-ECP538.full

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)

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].

Recommendations

• Asymptotics of smoothed Wasserstein distances
• A smooth variational principle on Wasserstein space
• The Wasserstein distance and approximation theorems
• Wasserstein upper bounds of the total variation for smooth densities
• Minimax estimation of smooth densities in Wasserstein distance
• scientific article; zbMATH DE number 1137969
• Estimates on path functionals over Wasserstein spaces
• Approximation de la L1-distance de Wasserstein
• Smooth approximation of Lipschitz functions on Riemannian manifolds
• Approximation of homogeneous measures in the 2-Wasserstein metric

Cites work

• Gradient flows in metric spaces and in the space of probability measures
• Kolmogorov equations on spaces of measures associated to nonlinear filtering processes
• Measure theory. Vol. I and II
• Optimal Transport
• Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension
• Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
• Strong-viscosity solutions: classical and path-dependent PDEs
• Viscosity Solutions for Obstacle Problems on Wasserstein Space

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

This page was built for publication: On smooth approximations in the Wasserstein space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6138091)