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math.PR2024
Fluctuations in Wasserstein dynamics on Graphs
Yuan Gao, Wuchen Li, Jian-Guo Liu
In this paper, we propose a drift-diffusion process on the probability simplex to study stochastic fluctuations in probability spaces. We construct a counting process for linear de…
math.PR2023
Langevin dynamics for the probability of finite state Markov processes
Wuchen Li
We study gradient drift-diffusion processes on a probability simplex set with finite state Wasserstein metrics, namely finite state Wasserstein common noises. A fact is that the Ko…