Regularity of Schrödinger's functional equation in the weak topology and moment measures
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Publication:1996207
Abstract: We study the continuity and the measurability of the solution to Schr"odinger's functional equation, with respect to space, kernel and marginals, provided the space of all Borel probability measures is endowed with the weak topology. This is a continuation of our previous result where the space of all Borel probability measures was endowed with the strong topology. As an application, we construct a convex function of which the moment measure is a given probability measure, by the zero noise limit of a class of stochastic optimal transportation problems.
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Cited in
(8)- Stochastic optimal transport revisited
- Regularity of Schrödinger's functional equation and mean field PDEs for h-path processes
- Closedness of sum spaces and the generalized Schrödinger problem
- Limit theorems for entropic optimal transport maps and Sinkhorn divergence
- Stochastic optimal transport with at most quadratic growth cost
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- A system of Schrödinger's problems and functional equations
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