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
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
Solution of the Monge–Ampère equation on Wiener space for general log-concave measures
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