TheoremBase

Locally Strictly Proper First-Order Equation Operators on the Noise Wasserstein Space

A first-order operator on the noise Wasserstein space is locally strictly proper if on every bounded range of its real argument it increases in that argument at least at a positive linear rate.

Statement

In the setting of First-Order Equations on the Noise Wasserstein Space Relative to a Noise Penalty Pair: Standing Notation, let Q⊆PρaQ\subseteq\mathcal{P}^{a}_{\rho} and let FF be a first-order equation operator over QQ, with value F(ν,r,q)F(\nu,r,q) at (ν,q)∈Va(Q)(\nu,q)\in\mathcal{V}^{a}(Q) and r∈Rr\in\mathbb{R}.

1. (Properness constant at a level) Let R,λ∈RR,\lambda\in\mathbb{R} be positive. We say that λ\lambda is a properness constant for FF at RR if

λ (r−s) ≤ F(ν,r,q)−F(ν,s,q)\lambda\,(r-s)\ \le\ F(\nu,r,q)-F(\nu,s,q)

for every (ν,q)∈Va(Q)(\nu,q)\in\mathcal{V}^{a}(Q) and all r,s∈Rr,s\in\mathbb{R} with −R≤s≤r≤R-R\le s\le r\le R.

2. (Local strict properness) The operator FF is locally strictly proper if for every positive R∈RR\in\mathbb{R} there is a properness constant for FF at RR.

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