The Monge problem in Wiener space

DOI10.1007/s00526-011-0452-5zbMath1248.49057arXiv1103.2798OpenAlexW2162537514MaRDI QIDQ453743

Fabio Cavalletti

Publication date: 27 September 2012

Published in: Calculus of Variations and Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.2798

zbMATH Keywords

infinite dimensional Gaussian measure \(\gamma \)marginal measuresMonge problem in the abstract Wiener space

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Optimal stochastic control (93E20) Miscellaneous topics in measure theory (28E99) Existence of optimal solutions to problems involving randomness (49J55)

Related Items

Sobolev regularity for the Monge-Ampère equation in the Wiener space, Monge problem in metric measure spaces with Riemannian curvature-dimension condition, On the Kantorovich problem for nonlinear images of the Wiener measure, On the Monge and Kantorovich problems for distributions of diffusion processes, Regularity of the backward Monge potential and the Monge–Ampère equation on Wiener space

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