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- W3206529424 abstract "Abstract We introduce in this paper a strategy to prove gradient estimates for some infinite-dimensional diffusions on $$L_2$$ <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML> <mml:msub> <mml:mi>L</mml:mi> <mml:mn>2</mml:mn> </mml:msub> </mml:math> -Wasserstein spaces. For a specific example of a diffusion on the $$L_2$$ <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML> <mml:msub> <mml:mi>L</mml:mi> <mml:mn>2</mml:mn> </mml:msub> </mml:math> -Wasserstein space of the torus, we get a Bismut-Elworthy-Li formula up to a remainder term and deduce a gradient estimate with a rate of blow-up of order $$mathcal O(t^{-(2+varepsilon )})$$ <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML> <mml:mrow> <mml:mi>O</mml:mi> <mml:mo>(</mml:mo> <mml:msup> <mml:mi>t</mml:mi> <mml:mrow> <mml:mo>-</mml:mo> <mml:mo>(</mml:mo> <mml:mn>2</mml:mn> <mml:mo>+</mml:mo> <mml:mi>ε</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> </mml:msup> <mml:mo>)</mml:mo> </mml:mrow> </mml:math> ." @default.
- W3206529424 created "2021-10-25" @default.
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- W3206529424 date "2021-10-12" @default.
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- W3206529424 title "A Bismut–Elworthy inequality for a Wasserstein diffusion on the circle" @default.
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- W3206529424 doi "https://doi.org/10.1007/s40072-021-00218-6" @default.
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