The Monge problem in Wiener space

DOI10.1007/S00526-011-0452-5zbMath1248.49057arXiv1103.2798OpenAlexW2162537514MaRDI QIDQ453743

Fabio Cavalletti

Publication date: 27 September 2012

Published in: Calculus of Variations and Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.2798

zbMATH Keywords

infinite dimensional Gaussian measure \(\gamma \)marginal measuresMonge problem in the abstract Wiener space

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Optimal stochastic control (93E20) Miscellaneous topics in measure theory (28E99) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (5)

Sobolev regularity for the Monge-Ampère equation in the Wiener space ⋮ Monge problem in metric measure spaces with Riemannian curvature-dimension condition ⋮ On the Kantorovich problem for nonlinear images of the Wiener measure ⋮ On the Monge and Kantorovich problems for distributions of diffusion processes ⋮ Regularity of the backward Monge potential and the Monge–Ampère equation on Wiener space

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