A new approach for the construction of a Wasserstein diffusion (Q1722021)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach for the construction of a Wasserstein diffusion |
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A new approach for the construction of a Wasserstein diffusion (English)
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14 February 2019
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Wasserstein diffusion
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interacting particle system
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coalescing particles
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modified arratia flow
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Brownian sheet
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differential calculus on Wasserstein space
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Itô formula for measure-valued processes
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