Entropic measure and Wasserstein diffusion

DOI10.1214/08-AOP430zbMath1177.60066arXiv0704.0704OpenAlexW2963013958MaRDI QIDQ2270611

Max-K. von Renesse, Karl-Theodor Sturm

Publication date: 28 July 2009

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0704.0704

zbMATH Keywords

entropyDirichlet processoptimal transportWasserstein spacemeasure-valued diffusionWasserstein diffusionchange of variable formulastochastic heat flowentropic measureBrownian motion on the homeomorphism group

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Probabilistic potential theory (60J45) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) PDEs with randomness, stochastic partial differential equations (35R60)

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