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