Related papers: A Bismut-Elworthy inequality for a Wasserstein dif…

We study approximations of reflected It\^o diffusions on convex subsets $D$ of $\Rd$ by solutions of stochastic differential equations with penalization terms. We assume that the diffusion coefficients are merely measurable (possibly…

To study diffusion processes on the p-Wasserstein space $\mathscr P_p$ for $p\in [1,\infty)$ over a separable, reflexive Banach space $X$, we present a criterion on the quasi-regularity of Dirichlet forms in $L^2(\mathscr P_p,\Lambda)$ for…

The Wasserstein distance between probability measures on compact spaces provides a natural invariant quantitative measure of equidistribution, which is partly similar to the classical discrepancy appearing in Erd\"os-Tur\'an type…

In this paper, a lower bound estimate on the uniform radius of spatial analyticity is established for solutions to the incompressible, forced Navier-Stokes system on an n-torus. This estimate improves or matches previously known estimates…

In this paper we consider a star-shaped hypersurface flow by mean curvature. Without any assumption on the convexity, we give a new proof of gradient estimate for a short time. As an application, we also give a lower bound for the blowing…

We construct a new random probability measure on the sphere and on the unit interval which in both cases has a Gibbs structure with the relative entropy functional as Hamiltonian. It satisfies a quasi-invariance formula with respect to the…

Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…

Let K be an irreducible and reversible Markov kernel on a finite set X. We construct a metric W on the set of probability measures on X and show that with respect to this metric, the law of the continuous time Markov chain evolves as the…

We propose a new minimum-distance estimator for linear random coefficient models. This estimator integrates the recently advanced sliced Wasserstein distance with the nearest neighbor methods, both of which enhance computational efficiency.…

We introduce a modified Benamou-Brenier type approach leading to a Wasserstein type distance that allows global invariance, specifically, isometries, and we show that the problem can be summarized to orthogonal transformations. This…

We show that degenerate nonlinear diffusion equations can be asymptotically obtained as a limit from a class of nonlocal partial differential equations. The nonlocal equations are obtained as gradient flows of interaction-like energies…

We propose a spatial discretization of the fourth-order nonlinear DLSS equation on the circle. Our choice of discretization is motivated by a novel gradient flow formulation with respect to a metric that generalizes martingale transport.…

For a Markov process associated with a diffusion type Dirichlet form an upper bound is shown for the law of the finite dimensional distributions of the process. Under some more assumptions on the underlaying space this is also shown for the…

Let $M$ be a compact connected Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(d x):=e^{V(x)}d x$ is a probability measure, and let $\{\lambda_i\}_{i\ge 1} $ be all non-trivial eigenvalues of $-L$ with Neumann…

We present a construction of a (d+2)-dimensional Ricci-flat metric corresponding to a (d+1)-dimensional relativistic fluid, representing holographically the hydrodynamic regime of a (putative) dual theory. We show how to obtain the metric…

We formulate a trajectorial version of the relative entropy dissipation identity for McKean$-$Vlasov diffusions, extending the results of the papers [FJ16,KST20a], which apply to non-interacting diffusions. Our stochastic analysis approach…

In this paper, we provide a convergence rate for particle approximations of a class of second-order PDEs on Wasserstein space. We show that, up to some error term, the infinite-dimensional inf(sup)-convolution of the finite-dimensional…

The behavior of slow-fast diffusions as the separation of scale diverges is a well-studied problem in the literature. In this short paper, we revisit this problem and obtain a new proof of existing strong quantitative convergence estimates…

In this paper we present several curvature estimates and convergence results for solutions of the Ricci flow. The curvature estimates depend on smallness of certain local space-time integrals of the norm of the Riemann curvature tensor,…

In this article we derive moment estimates, exponential integrability, concentration inequalities and exit times estimates for canonical diffusions in two settings each beyond the scope of Riemannian geometry. Firstly, we consider…