Sobolev regularity for the Monge-Ampère equation in the Wiener space (Q394144)

The authors summarize the contents of this paper in the following abstract of the paper: Given the standard Gaussian measure \({\gamma}\) on the countable product of lines \(\mathbb R^{\infty}\) and a probability measure \(g\cdot {\gamma}\) absolutely continuous with respect to \({\gamma}\), we consider the optimal transportation \(T(x)=x+\nabla {\varphi}(x)\) of \(g\cdot {\gamma}\). Assume that the function \(|\nabla g|^2/g\) is \({\gamma}\)-integrable. We prove that the function \({\varphi}\) is regular in a certain Sobolev-type sense and satisfies the classical change of variables formula \(g=\det_2(I+D^2{\varphi})\exp(\mathcal{L}\phi-\frac{1}{2}|\nabla {\varphi}|^2)\). We also establish sufficient conditions for the existence of third-order derivatives of \({\varphi}\).