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[unknown]

Б. Диалло (1977)

Zapiski naucnych seminarov Leningradskogo

Wasserstein metric and subordination

Philippe Clément, Wolfgang Desch (2008)

Studia Mathematica

Let ( X , d X ) , ( Ω , d Ω ) be complete separable metric spaces. Denote by (X) the space of probability measures on X, by W p the p-Wasserstein metric with some p ∈ [1,∞), and by p ( X ) the space of probability measures on X with finite Wasserstein distance from any point measure. Let f : Ω p ( X ) , ω f ω , be a Borel map such that f is a contraction from ( Ω , d Ω ) into ( p ( X ) , W p ) . Let ν₁,ν₂ be probability measures on Ω with W p ( ν , ν ) finite. On X we consider the subordinated measures μ i = Ω f ω d ν i ( ω ) . Then W p ( μ , μ ) W p ( ν , ν ) . As an application we show that the solution measures ϱ α ( t ) to the partial...

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