کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4593045 | 1335178 | 2006 | 27 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Solution of the Monge–Ampère equation on Wiener space for general log-concave measures
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Solution of the Monge–Ampère equation on Wiener space for general log-concave measures Solution of the Monge–Ampère equation on Wiener space for general log-concave measures](/preview/png/4593045.png)
چکیده انگلیسی
In this work we prove that the unique 1-convex solution of the Monge–Kantorovitch measure transportation problem between the Wiener measure and a target measure which has an H-log-concave density, in the sense of Feyel and Üstünel [J. Funct. Anal. 176 (2000) 400–428], w.r.t the Wiener measure is also the strong solution of the Monge–Ampère equation in the frame of infinite-dimensional Fréchet spaces. We further enhance the polar factorization results of the mappings which transform a spread measure to another one in terms of the measure transportation of Monge–Kantorovitch and clarify the relation between this concept and the Itô-solutions of the Monge–Ampère equation.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 232, Issue 1, 1 March 2006, Pages 29-55
Journal: Journal of Functional Analysis - Volume 232, Issue 1, 1 March 2006, Pages 29-55