English

Stochastic differential equations and stochastic parallel translations in the Wasserstein space

Probability 2023-09-19 v1

Abstract

We will develop some elements in stochastic analysis in the Wasserstein space P2(M)\mathbb{P}_2(M) over a compact Riemannian manifold MM, such as intrinsic Itoˆ\^o formulae, stochastic regular curves and parallel translations along them. We will establish the existence of parallel translations along regular curves, or stochastic regular curves in case of P2(T)\mathbb{P}_2(\mathbb{T}). Surprisingly enough, in this last case, the equation defining stochastic parallel translations is a SDE on a Hilbert space, instead of a SPDE.

Keywords

Cite

@article{arxiv.2309.08702,
  title  = {Stochastic differential equations and stochastic parallel translations in the Wasserstein space},
  author = {Hao Ding and Shizan Fang and Xiang-dong Li},
  journal= {arXiv preprint arXiv:2309.08702},
  year   = {2023}
}