Degenerate Elliptic Second-Order Equation Operators on the Wasserstein Space
definitionAnalysisProbabilitydef:degenerate-elliptic-wasserstein-2026aA second-order equation operator on the Wasserstein space is degenerate elliptic when it is nonincreasing in its matrix argument for the positive semidefinite order.
In the setting of Square-Integrable Vector Fields Against a Probability Measure on Euclidean Space, and Test Functions: Standing Notation, let , let be a second-order equation operator over , and let be the bundle of vector fields over . The set of symmetric real matrices and the order on it are those of Differential Calculus and Convexity on Euclidean Open Sets: Standing Notation §background. In this definition the letter denotes a vector field; the dimension written in Probability Measures on Euclidean Space and Random Vectors: Standing Notation §spaces and in Differential Calculus and Convexity on Euclidean Open Sets: Standing Notation §background is not used.
(Degenerate ellipticity)¶ The operator is degenerate elliptic if
for every , every and all with .
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