Stochastic parallel translations and diffusions on the Wasserstein space over T

Hao Ding, Shizan Fang and Xiang-Dong Li

Stochastic Processes and their Applications, 2025, vol. 184, issue C

Abstract: We establish the existence and uniqueness of stochastic parallel translations and diffusions driven by a Q-Wiener process on the Wasserstein space over T. Surprisingly enough, the equation defining stochastic parallel translations is a SDE on a Hilbert space, instead of a SPDE.

Keywords: Diffusions; Q-Wiener processes; Stochastic parallel translations; Wasserstein space (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spa.2025.104602

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