Constructs stochastic intrinsic gradient flows on the Wasserstein space P2 for functionals W_F via Gaussian-based measures Lambda, Dirichlet forms, and shows the resulting process solves a martingale equation driven by the intrinsic gradient.
The evolution to equilibrium of solutions to nonlinear Fokker–Planck equation
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Stochastic intrinsic gradient flows on the Wasserstein space
Constructs stochastic intrinsic gradient flows on the Wasserstein space P2 for functionals W_F via Gaussian-based measures Lambda, Dirichlet forms, and shows the resulting process solves a martingale equation driven by the intrinsic gradient.