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Sobolev regularity for the infinite-dimensional Monge-Ampère equation - MaRDI portal

Sobolev regularity for the infinite-dimensional Monge-Ampère equation (Q1761013)

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scientific article; zbMATH DE number 6106454
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Sobolev regularity for the infinite-dimensional Monge-Ampère equation
scientific article; zbMATH DE number 6106454

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    Sobolev regularity for the infinite-dimensional Monge-Ampère equation (English)
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    15 November 2012
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    The authors study regularity of solutions of the Monge-Kantorovich transport problem in infinite dimensions. Their main result states second-order Sobolev differentiability of the potential of the solution to the problem on the Wiener space, assuming boundedness of some Fisher information on the data.
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    Monge-Kantorovich problem
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    Wiener measure
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    optimal transport
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    Fisher information
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    entropy
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