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In this short note, we would like to give a construction of parallel transport for tangent cones lying in the interior of a geodesic in Wasserstein space. We give a complete proof for the linear part of the tangent space, and show that a construction for the full tangent cones follows from some natural lemmas on Wasserstein space. It can easily be shown that our construction is equivalent to those used in the previous literature on this subject.

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