On the Monge and Kantorovich problems for distributions of diffusion processes (Q2343928)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the Monge and Kantorovich problems for distributions of diffusion processes
scientific article

    Statements

    On the Monge and Kantorovich problems for distributions of diffusion processes (English)
    0 references
    0 references
    11 May 2015
    0 references
    0 references
    Monge problem
    0 references
    Kantorovich problem
    0 references
    diffusion process
    0 references
    Cameron-Martin space
    0 references
    Wiener measure
    0 references