The Monge problem in Wiener space

DOI10.1007/S00526-011-0452-5zbMATH Open1248.49057arXiv1103.2798OpenAlexW2162537514MaRDI QIDQ453743FDOQ453743

Authors: Fabio Cavalletti 

Publication date: 27 September 2012

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

Abstract: We address the Monge problem in the abstract Wiener space and we give an existence result provided both marginal measures are absolutely continuous with respect to the infinite dimensional Gaussian measure {gamma}.

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

Recommendations

• Measure transport on Wiener space and the Girsanov theorem.
• Solution of the Monge-Ampère equation on Wiener space for general log-concave measures
• Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
• On the Monge-Ampère equatin on Wiener space
• scientific article; zbMATH DE number 2131672

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) Existence of optimal solutions to problems involving randomness (49J55) Optimal stochastic control (93E20) Miscellaneous topics in measure theory (28E99)

Cites Work

• Constructing optimal maps for Monge's transport problem as a limit of strictly convex costs
• Title not available (Why is that?)
• The Monge problem in \(\mathbb R^d\)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stability of a 4th-order curvature condition arising in optimal transport theory
• Existence of optimal transport maps for crystalline norms
• Differential equations methods for the Monge-Kantorovich mass transfer problem
• On the Monge mass transfer problem
• Optimal transport with branching distance costs and the obstacle problem
• Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
• Monge's transport problem on a Riemannian manifold
• On the extremality, uniqueness and optimality of transference plans
• A compact set of disjoint line segments in E ³ whose end set has positive measure

Cited In (15)

• Monge problem in metric measure spaces with Riemannian curvature-dimension condition
• Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
• Sobolev regularity for the Monge-Ampère equation in the Wiener space
• The w\(\Delta\)-space problem
• On the Monge-Ampère equatin on Wiener space
• From the Schrödinger problem to the Monge-Kantorovich problem
• Regularity of the backward Monge potential and the Monge–Ampère equation on Wiener space
• Estimation for the additive Gaussian channel and Monge-Kantorovitch measure transportation
• Measure transport on Wiener space and the Girsanov theorem.
• On the Monge and Kantorovich problems for distributions of diffusion processes
• The Monge Problem in Geodesic Spaces
• Solution of the Monge-Ampère equation on Wiener space for general log-concave measures
• Title not available (Why is that?)
• On the Kantorovich problem for nonlinear images of the Wiener measure
• The Monge problem for strictly convex norms in \(\mathbb R^d\)

This page was built for publication: The Monge problem in Wiener space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q453743)