On the Monge and Kantorovich problems for distributions of diffusion processes

DOI10.1134/S0001434614110236zbMath1314.49029MaRDI QIDQ2343928

D. B. Bukin

Publication date: 11 May 2015

Published in: Mathematical Notes (Search for Journal in Brave)

zbMATH Keywords

Wiener measurediffusion processMonge problemCameron-Martin spaceKantorovich problem

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Diffusion processes (60J60)

Related Items (3)

On the Monge-Kantorovich problem with additional linear constraints ⋮ On the Kantorovich problem for nonlinear images of the Wiener measure ⋮ On triangular mappings of Gaussian measures

Cites Work

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• Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
• Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
• Solution of the Monge-Ampère equation on Wiener space for general log-concave measures
• The Monge-Kantorovich problem: achievements, connections, and perspectives
• Triangular transformations of measures
• ON THE MONGE–AMPÈRE EQUATION IN INFINITE DIMENSIONS

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