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math.PR2020
On Conditioning Brownian Particles to Coalesce
Vitalii Konarovskyi, Victor Marx
We introduce the notion of a conditional distribution to a zero-probability event in a given direction of approximation, and prove that the conditional distribution of a family of…
math.PR2020★ 1 cited
A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle
Victor Marx
We introduce in this paper a strategy to prove gradient estimates for some infinite-dimensional diffusions on -Wasserstein spaces. For a specific example of a diffusion on the…
math.PR2020
Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion
Victor Marx
Much effort has been spent in recent years on restoring uniqueness of McKean-Vlasov SDEs with non-smooth coefficients. As a typical instance, the velocity field is assumed to be bo…