Adding a Constant to a Viscosity Subsolution or Supersolution on the Wasserstein Space
lemmaAnalysisProbabilityPDElem:constant-shift-viscosity-wasserstein-2026aIf u is a viscosity subsolution of F relative to a penalty pair and F'(nu,r+s,q,Y) <= F(nu,r,q,Y) everywhere, then u+s is a viscosity subsolution of F'; symmetrically for supersolutions with the reverse inequality. The delta-envelopes of u+s are those of u shifted by s.
In the setting of The Intrinsic Calculus on the Wasserstein Space: Standing Notation, let be a penalty pair on , and let and be second-order equation operators over , with -shifts and relative to that pair. Penalty-subordinate growth from above and from below, the -envelopes and of a function , and viscosity subsolutions and supersolutions relative to the penalty pair are those of the definitions cited. Let and , and let be the function with value at . In this lemma the letters and denote real numbers; the dimension written in Wasserstein Spaces, Random Vectors, Vector Fields and Symmetric Matrices in Every Dimension: Standing Notation is not used.
1. (Subsolutions)¶ Suppose that is a viscosity subsolution of relative to the penalty pair (so that has penalty-subordinate growth from above), and that
Then has penalty-subordinate growth from above, for every positive and every , and is a viscosity subsolution of relative to the penalty pair.
2. (Supersolutions)¶ Suppose that is a viscosity supersolution of relative to the penalty pair (so that has penalty-subordinate growth from below), and that
Then has penalty-subordinate growth from below, for every positive and every , and is a viscosity supersolution of relative to the penalty pair.
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