Article ID Journal Published Year Pages File Type
4668979 Bulletin des Sciences Mathématiques 2011 12 Pages PDF
Abstract

For each Lp-Wasserstein distance (p>1) with the cost function induced by the L2-distance on loop groups, we show that there exists a unique optimal transport map solving the Monge–Kantorovich problem when the initial probability measure is absolutely continuous with respect to the heat kernel measure. In particular, this provides us a family of measurable maps on loop groups which push the heat kernel measure forward to the pinned Wiener measure.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)