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Regularity of the backward Monge potential and the Monge-Ampere equation on Wiener space
被引:0
|作者:
Caglar, Mine
[1
]
Demirel, Ihsan
[1
]
机构:
[1] Koc Univ, Dept Math, Istanbul, Turkey
关键词:
Monge-Kantorovich problem;
Wiener space;
Monge-Amp?re;
equation;
optimal transport;
logarithmic concave measure;
SOBOLEV REGULARITY;
TRANSPORTATION;
CONVEXITY;
D O I:
10.4064/sm210906-2-5
中图分类号:
O1 [数学];
学科分类号:
0701 ;
070101 ;
摘要:
In this paper, the Monge-Kantorovich problem is considered in infinite dimensions on an abstract Wiener space (W, H, mu), where H is the Cameron-Martin space and mu is the Gaussian measure. We study the regularity of optimal transport maps with a quadratic cost function assuming that both initial and target measures have a strictly positive Radon-Nikodym density with respect to mu. Under some conditions on the density functions, the forward and backward transport maps can be written in terms of Sobolev derivatives of so-called Monge-Brenier maps, or Monge potentials. We show the Sobolev regularity of the backward potential under the assumption that the density of the initial measure is log-concave and prove that the backward potential solves the Monge-Ampere equation.
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页码:139 / 166
页数:28
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