3 papers
math.PR2024
Itô's Formula for the Rearranged Stochastic Heat Equation
François Delarue, William R. P. Hammersley
The purpose of this short note is to prove a convenient version of Itô's formula for the Rearranged Stochastic Heat Equation (RSHE) introduced by the two authors in a previous con…
math.PR2024
Rearranged Stochastic Heat Equation: Ergodicity and Related Gradient Descent on
François Delarue, William R. P. Hammersley
This article provides a case study for a recently introduced diffusion in the space of probability measures over the reals, namely rearranged stochastic heat, which solves a stocha…
math.PR2024
Rearranged Stochastic Heat Equation
François Delarue, William R. P. Hammersley
The purpose of this work is to provide an explicit construction of a strong Feller semigroup on the space of probability measures over the real line that additionally maps bounded…