On the Kantorovich problem for nonlinear images of the Wiener measure

DOI10.1134/S000143461611002XMaRDI QIDQ520575zbMATH OpenFDO

Authors D. B. Bukin

Publication date 5 April 2017

Published in Mathematical Notes (Search for Journal in Brave)

zbMATH Keywords

Wiener measureCameron-Martin spacedistribution of a diffusion processKantorovich problem

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Diffusion processes (60J60) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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Cites work

• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 3478187 (Why is no real title available?)
• Differentiable measures and the Malliavin calculus
• Gaussian measures on infinite-dimensional spaces
• Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
• ON THE MONGE–AMPÈRE EQUATION IN INFINITE DIMENSIONS
• On the Monge and Kantorovich problems for distributions of diffusion processes
• Sobolev regularity for the Monge-Ampère equation in the Wiener space
• Solution of the Monge-Ampère equation on Wiener space for general log-concave measures
• The Monge problem in Wiener space
• The Monge-Kantorovich problem: achievements, connections, and perspectives
• Triangular transformations of measures
• Wasserstein space over the Wiener space

Cited in

(3)

• On the Monge and Kantorovich problems for distributions of diffusion processes
• The nonlinear Kantorovich transportation problem with nonconvex costs
• Existence of solutions to the nonlinear Kantorovich transportation problem

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