Solution of the Monge-Ampère equation on Wiener space for general log-concave measures

DOI10.1016/J.JFA.2005.05.008zbMATH Open1099.60042OpenAlexW2053725242MaRDI QIDQ2368784FDOQ2368784

Authors: Denis Feyel, A. S. Üstünel 

Publication date: 28 April 2006

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2005.05.008

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zbMATH Keywords

Gaussian measuresWiener spaceoptimal mass transportation\(H\)-log-concave densitiesMonge-Kan\-to\-ro\-vitch problemÎto calculusItô-solution

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12) Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds (46T12)

Cites Work

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Cited In (19)

• The Monge problem in Wiener space
• Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
• Quantitative bounds on the rate of approach to equilibrium for some one-dimensional stochastic nonlinear Schrödinger equations
• On the Monge-Ampère equatin on Wiener space
• Regularity of the backward Monge potential and the Monge–Ampère equation on Wiener space
• The strong solution of the Monge-Ampère equation on the Wiener space for log-concave densities
• Some covariance inequalities in Wiener space
• Exchangeable optimal transportation and log-concavity
• The Brownian transport map
• Variational calculation of Laplace transforms via entropy on Wiener space and applications
• Measure transport on Wiener space and the Girsanov theorem.
• On the Monge and Kantorovich problems for distributions of diffusion processes
• Kantorovich potentials and continuity of total cost for relativistic cost functions
• Matrix Hölder's Inequality and Divergence Formulation of Optimal Transport of Vector Measures
• Title not available (Why is that?)
• Optimal transport maps on infinite dimensional spaces
• On the Kantorovich problem for nonlinear images of the Wiener measure
• ON THE MONGE–AMPÈRE EQUATION IN INFINITE DIMENSIONS
• Sobolev estimates for optimal transport maps on Gaussian spaces

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