Optimal transport maps for Monge-Kantorovich problem on loop groups

DOI10.1016/J.JFA.2006.11.016MaRDI QIDQ2373803zbMATH OpenOpenAlexFDO

Authors Shizan Fang, Jinghai Shao

Publication date 16 July 2007

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

Full work available at URL https://doi.org/10.1016/j.jfa.2006.11.016

zbMATH Keywords

heat measuresloop groupsMonge-Kantorovich problemoptimal transportationRiemannian distanceWasserstein distance

Mathematics Subject Classification ID

Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Transportation, logistics and supply chain management (90B06) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

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• From the heat measure to the pinned Wiener measure on loop groups
• Constructing optimal maps for Monge's transport problem as a limit of strictly convex costs
• Stochastic analysis on loop groups
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• Monge's transport problem on a Riemannian manifold

Cites work

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• Transportation cost inequalities on path and loop groups

Cited in

(12)

• The existence of geodesics in Wasserstein spaces over path groups and loop groups
• Concentration for multidimensional diffusions and their boundary local times
• Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms
• Optimal transport maps on infinite dimensional spaces
• Stochastic Volterra equations driven by fractional Brownian motion
• Transportation cost inequalities for neutral functional stochastic equations
• scientific article; zbMATH DE number 1789879 (Why is no real title available?)
• Stochastic analysis on loop groups
• From the heat measure to the pinned Wiener measure on loop groups
• Fokker-Planck equation with respect to heat measures on loop groups
• On the Monge-Kantorovich mass transfer problem in higher dimensions
• Stochastic parallel translations and diffusions on the Wasserstein space over \(\mathbb{T}\)

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