On a Class of Optimal Transportation Problems with Infinitely Many Marginals

DOI10.1137/120881427zbMath1278.49031arXiv1206.5543OpenAlexW2963192608MaRDI QIDQ2855140

Brendan Pass

Publication date: 24 October 2013

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.5543

zbMATH Keywords

stochastic processesFeynman-Kac formulaoptimal transportationinfinitely many marginalsphase-space boundsstochastic rearrangement inequality

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Optimality conditions for problems involving randomness (49K45) Second-order parabolic equations (35K10) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

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