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 over a compact Riemannian manifold , such as intrinsic It 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 . 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}
}