On the Kantorovich problem for nonlinear images of the Wiener measure

DOI10.1134/S000143461611002XzbMath1380.49065MaRDI QIDQ520575

D. B. Bukin

Publication date: 5 April 2017

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

zbMATH Keywords

Wiener measureCameron-Martin spacedistribution of a diffusion processKantorovich problem

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Diffusion processes (60J60) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Cites Work

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• On the Monge and Kantorovich problems for distributions of diffusion processes
• 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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