English

Diffusion Processes on $p$-Wasserstein Space over Banach Space

Probability 2025-06-30 v4

Abstract

To study diffusion processes on the p-Wasserstein space Pp\mathscr P_p for p[1,)p\in [1,\infty) over a separable, reflexive Banach space XX, we present a criterion on the quasi-regularity of Dirichlet forms in L2(Pp,Λ)L^2(\mathscr P_p,\Lambda) for a reference probability Λ\Lambda on Pp\mathscr P_p. It is formulated in terms of an upper bound condition with the uniform norm of the intrinsic derivative. We find a versatile class of quasi-regular local Dirichlet forms on Pp\mathscr P_p by using images of Dirichlet forms on the tangent space Lp(XX,μ0)L^p(X\to X,\mu_0) at a reference point μ0Pp\mu_0\in\mathscr P_p. The Ornstein--Uhlenbeck type Dirichlet form and process on P2\mathscr P_2 are an important example in this class. We derive an L2L^2-estimate for the corresponding heat kernel and an integration by parts formula for the invariant measure.

Keywords

Cite

@article{arxiv.2402.15130,
  title  = {Diffusion Processes on $p$-Wasserstein Space over Banach Space},
  author = {Panpan Ren and Feng-Yu Wang and Simon Wittmann},
  journal= {arXiv preprint arXiv:2402.15130},
  year   = {2025}
}

Comments

Sect. 3.2 & Sect. 4.2 revised

R2 v1 2026-06-28T14:58:02.981Z