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Degenerate Elliptic Second-Order Equation Operators on the Wasserstein Space

A second-order equation operator on the Wasserstein space is degenerate elliptic when it is nonincreasing in its matrix argument for the positive semidefinite order.

Statement

In the setting of Square-Integrable Vector Fields Against a Probability Measure on Euclidean Space, and Test Functions: Standing Notation, let Q⊆P2(Rd)Q\subseteq\mathcal{P}_{2}(\mathbb{R}^{d}), let FF be a second-order equation operator over QQ, and let V(Q)\mathcal{V}(Q) be the bundle of vector fields over QQ. The set S(d)\mathcal{S}(d) of symmetric real d×dd\times d matrices and the order ⪯\preceq on it are those of Differential Calculus and Convexity on Euclidean Open Sets: Standing Notation (i). In this definition the letter qq denotes a vector field; the dimension written qq in Probability Measures on Euclidean Space and Random Vectors: Standing Notation (i) and in Differential Calculus and Convexity on Euclidean Open Sets: Standing Notation (i) is not used.

(Degenerate ellipticity) The operator FF is degenerate elliptic if

F(ν,r,q,Y)≤F(ν,r,q,X)F(\nu,r,q,Y)\le F(\nu,r,q,X)

for every (ν,q)∈V(Q)(\nu,q)\in\mathcal{V}(Q), every r∈Rr\in\mathbb{R} and all X,Y∈S(d)X,Y\in\mathcal{S}(d) with X⪯YX\preceq Y.

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