On smooth approximations in the Wasserstein space
Probability
2023-08-14 v2 Analysis of PDEs
Abstract
In this paper we investigate the approximation of continuous functions on the Wasserstein space by smooth functions, with smoothness meant in the sense of Lions differentiability. In particular, in the case of a Lipschitz function we are able to construct a sequence of infinitely differentiable functions having the same Lipschitz constant as the original function. This solves an open problem raised in [11]. For (resp. twice) continuously differentiable function, we show that our approximation also holds for the first-order derivative (resp. second-order derivatives), therefore solving another open problem raised in [11].
Cite
@article{arxiv.2303.15160,
title = {On smooth approximations in the Wasserstein space},
author = {Andrea Cosso and Mattia Martini},
journal= {arXiv preprint arXiv:2303.15160},
year = {2023}
}