A new approach for the construction of a Wasserstein diffusion

DOI10.1214/18-EJP254zbMath1406.60133arXiv1710.06751MaRDI QIDQ1722021

Victor Marx

Publication date: 14 February 2019

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.06751

zbMATH Keywords

Brownian sheetinteracting particle systemWasserstein diffusioncoalescing particlesdifferential calculus on Wasserstein spaceItô formula for measure-valued processesmodified arratia flow

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (8)

On conditioning Brownian particles to coalesce ⋮ Coalescing-fragmentating Wasserstein dynamics: particle approach ⋮ Reversible coalescing-fragmentating Wasserstein dynamics on the real line ⋮ Dean-Kawasaki dynamics: ill-posedness vs. triviality ⋮ Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes ⋮ On Dean-Kawasaki dynamics with smooth drift potential ⋮ Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion ⋮ A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle

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