On the Kantorovich problem for nonlinear images of the Wiener measure
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Publication:520575
DOI10.1134/S000143461611002XzbMATH Open1380.49065MaRDI QIDQ520575FDOQ520575
Authors: D. B. Bukin
Publication date: 5 April 2017
Published in: Mathematical Notes (Search for Journal in Brave)
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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)
Cites Work
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- The Monge-Kantorovich problem: achievements, connections, and perspectives
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- Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
- Sobolev regularity for the Monge-Ampère equation in the Wiener space
- ON THE MONGE–AMPÈRE EQUATION IN INFINITE DIMENSIONS
- The Monge problem in Wiener space
- Triangular transformations of measures
- Wasserstein space over the Wiener space
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- Solution of the Monge-Ampère equation on Wiener space for general log-concave measures
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