Sobolev regularity for the Monge-Ampere equation in the Wiener space

被引:8
|
作者
Bogachev, Vladimir I. [1 ,2 ]
Kolesnikov, Alexander V. [3 ]
机构
[1] Moscow MV Lomonosov State Univ, Dept Mech & Math, Moscow 119991, Russia
[2] St Tikhons Orthodox Univ, Moscow, Russia
[3] Higher Sch Econ, Dept Math, Moscow, Russia
基金
俄罗斯基础研究基金会;
关键词
CONVEXITY;
D O I
10.1215/21562261-2366078
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Given the standard Gaussian measure gamma on the countable product of lines R-infinity and a probability measure g . gamma absolutely continuous with respect to gamma, we consider the optimal transportation T(x) = x + del phi(x) of g . gamma to gamma. Assume that the function vertical bar del g vertical bar(2)/g is gamma-integrable. We prove that the function phi is regular in a certain Sobolev-type sense and satisfies the classical change of variables formula g = det(2) (I + D-2 phi) exp(L phi - 1/2 vertical bar del phi vertical bar(2)). We also establish sufficient conditions for the existence of third-order derivatives of phi.
引用
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页码:713 / 738
页数:26
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