The Monge problem in Wiener space

DOI10.1007/S00526-011-0452-5MaRDI QIDQ453743zbMATH OpenOpenAlexFDO

Authors 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 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)

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}.

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Cites work

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• On the Monge mass transfer problem
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Cited in

(15)

• Monge problem in metric measure spaces with Riemannian curvature-dimension condition
• Sobolev regularity for the Monge-Ampère equation in the Wiener space
• Monge-Kantorovitch measure transportation and Monge-Ampère equation on 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
• scientific article; zbMATH DE number 2131672 (Why is no real title available?)
• On the Kantorovich problem for nonlinear images of the Wiener measure
• The Monge problem for strictly convex norms in \(\mathbb R^d\)

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