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Markovian representation of the continuity equation

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Speaker: 
Nicolas Juillet
Affiliation: 
Université de Strasbourg
Date: 
Tue, 2017-09-26 15:30 - 16:00
Location: 
MPIM Lecture Hall

It has been established by Lisini that absolutely continuous curves (of order 2) $\mu:t ↦ \mu_t$ in the Wasserstein space over a metric space $X$ can be represented by an action-minimizing probability measure on the space of absolutely continuous curves. We will show that in the basic case of the real line ($X=\mathbb{R}$), this measure can moreover be asked to be Markovian. This is a special case of a more general result, with other consequences, where no continuity assumptions are made on the family $\mu$. (joint work with Charles Boubel)

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