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I am reading this paper "A JKO splitting scheme for Kantorovich-Fisher-Rao gradient flows" (https://arxiv.org/abs/1602.04457) and in the proof of Proposition 2.2, basically, if the measure ...

The definition of Wasserstein $p$-distance between two measures $\mu$ and $\nu$ on a Polish space $X$ is given by $$ W_p(\mu, \nu)^p = \inf_{\gamma \in \Pi(\mu, \nu)} \int_{X \times X} d(x, y)^p\; d\...