Stability of Comparison on the Wasserstein Space under Locally Vanishing Cost Defects
theoremAnalysisProbabilityPDEthm:stability-cost-defect-wasserstein-2026aLet F satisfy the hypotheses of the comparison principle, and let , F'_n be operators with F - <= and F'_n <= F + h'_n, where the defects , h'_n take values in [0,H] and tend to zero uniformly on every set of measures with bounded penalty and bounded score. If is a viscosity subsolution of bounded above by b and a viscosity supersolution of F'_n bounded below by b', then - is eventually at most any positive number, uniformly on every set of bounded penalty.
In the setting of The Intrinsic Calculus on the Wasserstein Space: Standing Notation, let be a Wasserstein-coercive penalty pair on with closed score along couplings, whose penalty domain has the map property. Let , the reference operator, be a second-order equation operator over , with -shifts relative to that pair, that is locally strictly proper and satisfies the shift-coercivity condition, the shift-semicontinuity condition and the second-order structure condition at uniquely mapped pairs. Here is the absolute value of , and the norm of , which contains for by Penalty Pairs on the Wasserstein Space: the Penalty, Its Score, and Their Domains §pair.
Let be nonnegative. For every let and be second-order equation operators over and let satisfy and for every and
for every in the bundle , every and every . Assume that the defects vanish locally uniformly: for all positive and every positive there is such that
No semicontinuity of the defects is assumed.
Let , and for every let satisfy and for every ; by The Delta-Envelopes of Bounded Functions and Their Monotonicity in the Weight, for a Wasserstein-Coercive Penalty Pair §growth, has penalty-subordinate growth from above and from below. Assume that, for every , is a viscosity subsolution of and is a viscosity supersolution of , both relative to the penalty pair.
(Asymptotic comparison)¶ For all positive there is such that
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