A Bismut–Elworthy inequality for a Wasserstein diffusion on the circle

@article{Marx2021ABI,
  title={A Bismut–Elworthy inequality for a Wasserstein diffusion on the circle},
  author={Victor Marx},
  journal={Stochastics and Partial Differential Equations: Analysis and Computations},
  year={2021}
}
  • Victor Marx
  • Published 7 May 2020
  • Mathematics
  • Stochastics and Partial Differential Equations: Analysis and Computations
<jats:p>We introduce in this paper a strategy to prove gradient estimates for some infinite-dimensional diffusions on <jats:inline-formula><jats:alternatives><jats:tex-math>$$L_2$$</jats:tex-math><mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:msub> <mml:mi>L</mml:mi> <mml:mn>2</mml:mn> </mml:msub> </mml:math></jats:alternatives></jats:inline-formula>-Wasserstein spaces. For a specific example of a… Expand
Uniform in time weak propagation of chaos on the torus
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  • Victor Marx
  • Mathematics
  • Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
  • 2021
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