The Monge problem in Wiener space

DOI10.1007/s00526-011-0452-5zbMath1248.49057arXiv1103.2798MaRDI 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 measures; Monge problem in the abstract Wiener space

Mathematics Subject Classification ID

49Q20: Variational problems in a geometric measure-theoretic setting

93E20: Optimal stochastic control

28E99: Miscellaneous topics in measure theory

49J55: Existence of optimal solutions to problems involving randomness

Related Items

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

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