Stochastic differential equations and stochastic parallel translations in the Wasserstein space

Hao Ding, Shizan Fang, Xiang-dong Li

We will develop some elements in stochastic analysis in the Wasserstein space ${\mathbb{P}}_2(M)$ over a compact Riemannian manifold $M$, such as intrinsic It$\hat{o}$ formulae, stochastic…