scientific article

zbMath1064.60124MaRDI QIDQ3158920

Ali Süleyman Üstünel, Denis Feyel

Publication date: 1 February 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Monge-Ampère equationWiener spaceMonge-Kantorovich problemMonge problemItô calculusoptimal transport mapmeasure transportation

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) PDEs with randomness, stochastic partial differential equations (35R60) Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Applications of functional analysis in probability theory and statistics (46N30) Optimality conditions for problems in abstract spaces (49K27)

Related Items (4)

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 ⋮ Martingale representation for degenerate diffusions ⋮ Some remarks about the positivity of random variables on a Gaussian probability space

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