Wasserstein distance on configuration space (Q2426685)
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English | Wasserstein distance on configuration space |
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Wasserstein distance on configuration space (English)
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23 April 2008
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The author investigates the optimal transportation problem on the configuration space of a Polish space for the quadratic cost function. He proves that if the corresponding Wasserstein distance is finite, then there exists a unique optimal measure that is concentrated on the graph of the derivative (in the sense of Malliavin calculus) of a particular function. In case of finite point processes a necessary and sufficient condition for the Wasserstein distance to be finite is presented.
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configuration space
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Monge-Kantorovitch
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optimal transportation problem
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Poisson process
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