We introduce in this paper a strategy to prove gradient estimates for some infinite-dimensional diffusions on $$L_2$$ L 2 -Wasserstein spaces. For a specific example of a diffusion on the… Click to show full abstract
We introduce in this paper a strategy to prove gradient estimates for some infinite-dimensional diffusions on $$L_2$$L2-Wasserstein spaces. For a specific example of a diffusion on the $$L_2$$L2-Wasserstein space of the torus, we get a Bismut-Elworthy-Li formula up to a remainder term and deduce a gradient estimate with a rate of blow-up of order $$\mathcal O(t^{-(2+\varepsilon )})$$O(t-(2+ε)).
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