Wasserstein space over the Wiener space

DOI10.1007/S00440-009-0199-5zbMATH Open1201.37095OpenAlexW2003809234MaRDI QIDQ846747FDOQ846747

Authors: Shizan Fang, Karl-Theodor Sturm, Jinghai Shao 

Publication date: 9 February 2010

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

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

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zbMATH Keywords

Wasserstein distancegradient flowRiemannian manifoldentropy functionalabstract Wiener spaceoptimal transportation problemBenamou-Brenier formulaOrnstein-Uhlenbeck evolution equation

Mathematics Subject Classification ID

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

Cites Work

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Cited In (54)

• Dynamical aspects of the generalized Schrödinger problem via Otto calculus -- a heuristic point of view
• Absolutely continuous curves in extended Wasserstein-Orlicz spaces
• Gradient flows on Wasserstein spaces over compact Alexandrov spaces
• Busemann functions on the Wasserstein space
• Gradient flows of the entropy for jump processes
• An analog of the 2-Wasserstein metric in non-commutative probability under which the fermionic Fokker-Planck equation is gradient flow for the entropy
• Finsler structure in the \(p\)-Wasserstein space and gradient flows
• Weak topology and Opial property in Wasserstein spaces, with applications to gradient flows and proximal point algorithms of geodesically convex functionals
• Gradient flows of the entropy for finite Markov chains
• A partial Laplacian as an infinitesimal generator on the Wasserstein space
• Localization and tensorization properties of the curvature-dimension condition for metric measure spaces
• Quantum continuity equations and quantum evolution systems for white noise operators
• Metric measure spaces and synthetic Ricci bounds: fundamental concepts and recent developments
• Wasserstein gradients for the temporal evolution of probability distributions
• Title not available (Why is that?)
• Gradient Flows for Probabilistic Frame Potentials in the Wasserstein Space
• A lack of Ricci bounds for the entropic measure on Wasserstein space over the interval
• Evolution of the Wasserstein distance between the marginals of two Markov processes
• Wasserstein geometry and Ricci curvature bounds for Poisson spaces
• Evolution systems and continuity equations for white noise functionals
• \(q\)-heat flow and the gradient flow of the Renyi entropy in the \(p\)-Wasserstein space
• Ricci curvature of finite Markov chains via convexity of the entropy
• Gradient estimate for Markov kernels, Wasserstein control and Hopf-Lax formula
• Zeta function regularized Laplacian on the smooth Wasserstein space above the unit circle
• Some Convexity Criteria for Differentiable Functions on the 2-Wasserstein Space
• Hessian transport gradient flows
• Path functionals over Wasserstein spaces
• Calculus and heat flow in metric measure spaces and applications to spaces with Ricci bounds from below
• First variation formula in Wasserstein spaces over compact Alexandrov spaces
• The heat equation on manifolds as a gradient flow in the Wasserstein space
• \(W\)-entropy and Langevin deformation on Wasserstein space over Riemannian manifolds
• On the Monge and Kantorovich problems for distributions of diffusion processes
• Extremal flows in Wasserstein space
• Heat and entropy flows in Carnot groups
• The exponential formula for the Wasserstein metric
• Entropic measure and Wasserstein diffusion
• Diffusion by optimal transport in Heisenberg groups
• The dynamical Schrödinger problem in abstract metric spaces
• Estimates on path functionals over Wasserstein spaces
• Heat flow on Alexandrov spaces
• Generalized Orlicz spaces and Wasserstein distances for convex-concave scale functions
• Well-posedness of Fokker-Planck type equations on the Wiener space
• Convergence of pointed non-compact metric measure spaces and stability of Ricci curvature bounds and heat flows
• Fokker-Planck equation with respect to heat measures on loop groups
• Ornstein-Uhlenbeck type processes on Wasserstein spaces
• Optimal transport maps on infinite dimensional spaces
• Wasserstein steepest descent flows of discrepancies with Riesz kernels
• Harmonic mappings valued in the Wasserstein space
• Sensitivity of the compliance and of the Wasserstein distance with respect to a varying source
• Gradient flow of the Chapman-Rubinstein-Schatzman model for signed vortices
• On the Kantorovich problem for nonlinear images of the Wiener measure
• Horo-functions associated to atom sequences on the Wasserstein space
• A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle
• Two remarks on the Wasserstein Dirichlet form

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