From the Schrödinger problem to the Monge-Kantorovich problem

DOI10.1016/j.jfa.2011.11.026zbMath1236.49088arXiv1011.2564OpenAlexW2963035177MaRDI QIDQ665503

Publication date: 5 March 2012

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.2564

zbMATH Keywords

relative entropy large deviations \(\Gamma\)-convergence optimal transport Monge--Kantorovich problem

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Variational problems in a geometric measure-theoretic setting (49Q20) Diffusion processes (60J60) Large deviations (60F10)

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