Sobolev regularity for the infinite-dimensional Monge-Ampère equation (Q1761013)
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| Language | Label | Description | Also known as |
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| English | Sobolev regularity for the infinite-dimensional Monge-Ampère equation |
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Sobolev regularity for the infinite-dimensional Monge-Ampère equation (English)
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15 November 2012
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The authors study regularity of solutions of the Monge-Kantorovich transport problem in infinite dimensions. Their main result states second-order Sobolev differentiability of the potential of the solution to the problem on the Wiener space, assuming boundedness of some Fisher information on the data.
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Monge-Kantorovich problem
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Wiener measure
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optimal transport
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Fisher information
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entropy
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