A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle
Probability
2021-07-23 v2
Abstract
We introduce in this paper a strategy to prove gradient estimates for some infinite-dimensional diffusions on -Wasserstein spaces. For a specific example of a diffusion on the -Wasserstein space of the torus, we get a Bismut-Elworthy-Li formula up to a remainder term and deduce a gradient estimate with a rate of blow-up of order .
Keywords
Cite
@article{arxiv.2005.04972,
title = {A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle},
author = {Victor Marx},
journal= {arXiv preprint arXiv:2005.04972},
year = {2021}
}