A Monotone Approximation to the Wasserstein Diffusion

Details A Monotone Approximation to the Wasserstein Diffusion A Monotone Approximation to the Wasserstein Diffusion

2011-05-18

arxiv.org/abs/1105.3963v1

Mathematics

Probability

Scientific paper

Von Renesse and the author (Ann. Prob. '09) developed a second order calculus on the Wasserstein space P([0,1]) of probability measures on the unit interval. The basic objects of interest had been Dirichlet form, semigroup and continuous Markov process, called Wasserstein diffusion. The goal of this paper is to derive approximations of these objects on the infinite dimensional space P([0, 1]) in terms of appropriate objects on finite dimensional spaces. In particular, we will approximate the Wasserstein diffusion in terms of interacting systems of Brownian motions.

Affiliated with

Also associated with

No associations

Rating

A Monotone Approximation to the Wasserstein Diffusion does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A Monotone Approximation to the Wasserstein Diffusion, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A Monotone Approximation to the Wasserstein Diffusion will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-54722