The strong solution of the Monge-Ampère equation on the Wiener space for log-concave densities

DOI10.1016/j.crma.2004.04.013zbMath1051.60070OpenAlexW2002878397MaRDI QIDQ1876897

Denis Feyel, Ali Süleyman Üstünel

Publication date: 20 August 2004

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2004.04.013

zbMATH Keywords

Monge-Ampère equationMonge-Kantorovich transportation problemWasserstein distanceWiener space

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of functional analysis in probability theory and statistics (46N30) Distributions on infinite-dimensional spaces (46F25)

Related Items

Solution of the Monge-Ampère equation on Wiener space for general log-concave measures, Estimation for the additive Gaussian channel and Monge-Kantorovitch measure transportation, Some remarks about the positivity of random variables on a Gaussian probability space, On the geometry of metric measure spaces. I, Regularity of the backward Monge potential and the Monge–Ampère equation on Wiener space

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