Particle approximation of the Wasserstein diffusion
نویسندگان
چکیده
منابع مشابه
Particle Approximation of the Wasserstein Diffusion
We construct a system of interacting two-sided Bessel processes on the unit interval and show that the associated empirical measure process converges to the Wasserstein Diffusion [27], assuming that Markov uniqueness holds for the generating Wasserstein Dirichlet form. The proof is based on the variational convergence of an associated sequence of Dirichlet forms in the generalized Mosco sense o...
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ژورنال
عنوان ژورنال: Journal of Functional Analysis
سال: 2010
ISSN: 0022-1236
DOI: 10.1016/j.jfa.2009.10.029