The Ornstein - Uhlenbeck process on P 2 with a volatility operator

Name: The Ornstein - Uhlenbeck process on P 2 with a volatility operator
Uploaded: 2026-11-01T05:17:29.840265+00:00
Description: The paper defines a diffusion process ($\mu_t$) on the 2-Wasserstein space ($P_2$) that generalizes the Ornstein-Uhlenbeck process. It introduces an operator framework based on self-adjoint operators to characterize the generator of this measure-valued diffusion, providing a rigorous way to model evolving probability distributions.

The paper defines a diffusion process ($\mu_t$) on the 2-Wasserstein space ($P_2$) that generalizes the Ornstein-Uhlenbeck process. It introduces an operator framework based on self-adjoint operators to characterize the generator of this measure-valued diffusion, providing a rigorous way to model evolving probability distributions.

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