If two noise penalty pairs share their domains and their penalties differ by a noise intrinsic test function plus a constant, with scores differing by its gradient, then they define the same viscosity subsolutions and supersolutions.
In the setting of First-Order Equations on the Noise Wasserstein Space Relative to a Noise Penalty Pair: Standing Notation, let and be noise penalty pairs on with the same penalty domain and the same score domain, and let be a noise intrinsic test function on , with gradients along noise couplings , and such that
Let be a first-order equation operator over and let . Penalty-subordinate growth, the -envelopes of , the -shifts of and viscosity sub- and supersolutions (Viscosity Subsolution, Supersolution and Solution of a First-Order Equation on the Noise Wasserstein Space Relative to a Noise Penalty Pair §subsolution, Viscosity Subsolution, Supersolution and Solution of a First-Order Equation on the Noise Wasserstein Space Relative to a Noise Penalty Pair §supersolution) are taken relative to or to according to the pair named.
(Change of the penalty) If has penalty-subordinate growth from above relative to and relative to , then is a viscosity subsolution of relative to if and only if it is one relative to . If has penalty-subordinate growth from below relative to and relative to , then is a viscosity supersolution of relative to if and only if it is one relative to .
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