Simon Wittmann

activity

20242026

collaborators

5 papers

math.PR2026

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

Martin Grothaus, Simon Wittmann

We analyze a diffusion $(μ_{t})_{t \geq 0}$ on the $2$ -Wasserstein space $P_{2}$ over $R^{d}$ for which \begin{equation*} |μ_t|_2^2-|μ_0|_2^2-2ct+2\int_0 ^t|μ_s|_2^2\,d…

math.PR2025

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 $P_{2}$ over $R^{d}$ for energy functionals of the type $W_{F} (ρ d x) = \int_{R^{d}} F (x, ρ (x)) d x$ .…

math.PR2024

Mosco convergence of gradient forms with non-convex potentials II

Martin Grothaus, Simon Wittmann

This article provides a scaling limit for a family of skew interacting Brownian motions in the context of mesoscopic interface models. Let $d \in N$ , $y_1,\dots,y_M\in\mathbb…

math.PR2024

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 $σ$ -finite Radon measure on a Polish space. We present a criterion on the quasi-…

math.PR2024

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

Mosco convergence of gradient forms with non-convex potentials II

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