Diffusion Processes on $p$-Wasserstein Space over Banach Space
Probability
2025-06-30 v4
Abstract
To study diffusion processes on the p-Wasserstein space for over a separable, reflexive Banach space , we present a criterion on the quasi-regularity of Dirichlet forms in for a reference probability on . 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 by using images of Dirichlet forms on the tangent space at a reference point . The Ornstein--Uhlenbeck type Dirichlet form and process on are an important example in this class. We derive an -estimate for the corresponding heat kernel and an integration by parts formula for the invariant measure.
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