5 papers · 1 filter
Stochastic intrinsic gradient flows on the Wasserstein space
Panpan Ren, Michael Röckner, Feng-Yu Wang +1
We construct stochastic gradient flows on the -Wasserstein space over for energy functionals of the type $W_F(Ïd x)=\int_{\mathbb R^d}F(x,Ï(x))d x…
Bismut Formula for Intrinsic Derivative of DDSDEs with Singular Interactions
Panpan Ren
In recent years, remarkable progress has been made for Distribution dependent stochastic equations (DDSDEs) with singular interactions, existing results include wellposedness, prop…
Markov Processes and Stochastic Extrinsic Derivative Flows on the Space of Absolutely Continuous Measures
Panpan Ren, Feng-Yu Wang, Simon Wittmann
Let be the class of finite (resp. probability) measures absolutely continuous with respect to a -finite Radon measure on a Polish space. We present a criterion on the quasi…
Diffusion Processes on -Wasserstein Space over Banach Space
Panpan Ren, Feng-Yu Wang, Simon Wittmann
To study diffusion processes on the p-Wasserstein space for over a separable, reflexive Banach space , we present a criterion on the quasi-regul…
Bi-Coupling Method and Applications
Panpan Ren, Feng-Yu Wang
By developing a new technique called the bi-coupling argument, we estimate the relative entropy between different diffusion processes in terms of the distances of initial distribut…