Simon Wittmann

collaborators

4 papers

math.PR2026

The Ornstein $-$ Uhlenbeck process on $P_{2}$ with a volatility operator

Martin Grothaus, Simon Wittmann

We analyze a diffusion $(I^¼_{t})_{t \geq 0}$ on the $2$ -Wasserstein space $P_{2}$ over $R^{d}$ for which \begin{equation*} |Î¼_t|_2^2-|Î¼_0|_2^2-2ct+2\int_0 ^t|Î¼_s|_2^…

math.PR2026

Stochastic intrinsic gradient flows on the Wasserstein space

Panpan Ren, Michael RÃ¶ckner, Feng-Yu Wang +1

We construct stochastic gradient flows on the $2$ -Wasserstein space $P_{2}$ over $R^{d}$ for energy functionals of the type $W_F(Ïd x)=\int_{\mathbb R^d}F(x,Ï(x))d x…

math.PR2025

Markov Processes and Stochastic Extrinsic Derivative Flows on the Space of Absolutely Continuous Measures

Panpan Ren, Feng-Yu Wang, Simon Wittmann

Let $E$ be the class of finite (resp. probability) measures absolutely continuous with respect to a $I ¨ $ -finite Radon measure on a Polish space. We present a criterion on the quasi…

math.PR2025

Diffusion Processes on $p$ -Wasserstein Space over Banach Space

Panpan Ren, Feng-Yu Wang, Simon Wittmann

To study diffusion processes on the p-Wasserstein space $P_{p}$ for $p \in [1, \infty)$ over a separable, reflexive Banach space $X$ , we present a criterion on the quasi-regul…

The Ornstein−Uhlenbeck process on P2​ with a volatility operator

Stochastic intrinsic gradient flows on the Wasserstein space

Markov Processes and Stochastic Extrinsic Derivative Flows on the Space of Absolutely Continuous Measures

Diffusion Processes on p-Wasserstein Space over Banach Space

The Ornstein $-$ Uhlenbeck process on $P_{2}$ with a volatility operator

Diffusion Processes on $p$ -Wasserstein Space over Banach Space