The existence of geodesics in Wasserstein spaces over path groups and loop groups

DOI10.1016/J.SPA.2018.02.009MaRDI QIDQ1756959zbMATH OpenOpenAlexWikidataFDO

Authors Jinghai Shao

Publication date 28 December 2018

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.10226

zbMATH Keywords

loop groupsMonge-Kantorovich problemheat kernel measurepinned Wiener measurepath groups

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Probability measures on topological spaces (60B05) Diffusion processes (60J60) Global Riemannian geometry, including pinching (53C20) Diffusion processes and stochastic analysis on manifolds (58J65)

Abstract: In this work we prove the existence and uniqueness of the optimal transport map for $L^p$-Wasserstein distance with $p>1$, and particularly present an explicit expression of the optimal transport map for the case $p=2$. As an application, we show the existence of geodesics connecting probability measures satisfying suitable condition on path groups and loop groups.

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Cited in

(5)

• Necessary optimality conditions for geodesics in weighted Wasserstein spaces
• Optimal transport maps for Monge-Kantorovich problem on loop groups
• Geodesics for a class of distances in the space of probability measures
• Absolute continuity of Wasserstein geodesics in the Heisenberg group
• Self-intersection of optimal geodesics

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