Stochastic intrinsic gradient flows on the Wasserstein space

Panpan Ren, Michael Röckner, Feng-Yu Wang +1

We construct stochastic gradient flows on the $2$-Wasserstein space ${\mathcal{P}}_2$ over ${\mathbb{R}}^d$ for energy functionals of the type $W_F(\rho dx)={\int }_{{\mathbb{R}}^d}F(x,\rho (x))dx$.…