{"title":"Wiener空间上后向Monge势和Monge - ampante方程的正则性","authors":"M. Çağlar, I. Demirel","doi":"10.4064/sm210906-2-5","DOIUrl":null,"url":null,"abstract":". In this paper, the Monge–Kantorovich problem is considered in infinite dimensions on an abstract Wiener space ( W, H, µ ) , where H is the Cameron–Martin space and µ is the Gaussian measure. We study the regularity of optimal transport maps with a quadratic cost function assuming that both initial and target measures have a strictly positive Radon–Nikodym density with respect to µ . Under some conditions on the density functions, the forward and backward transport maps can be written in terms of Sobolev derivatives of so-called Monge–Brenier maps, or Monge potentials. We show the Sobolev regularity of the backward potential under the assumption that the density of the initial measure is log-concave and prove that the backward potential solves the Monge–Ampère equation.","PeriodicalId":51179,"journal":{"name":"Studia Mathematica","volume":"1 1","pages":""},"PeriodicalIF":0.7000,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Regularity of the backward Monge potential and the Monge–Ampère equation on Wiener space\",\"authors\":\"M. Çağlar, I. Demirel\",\"doi\":\"10.4064/sm210906-2-5\",\"DOIUrl\":null,\"url\":null,\"abstract\":\". In this paper, the Monge–Kantorovich problem is considered in infinite dimensions on an abstract Wiener space ( W, H, µ ) , where H is the Cameron–Martin space and µ is the Gaussian measure. We study the regularity of optimal transport maps with a quadratic cost function assuming that both initial and target measures have a strictly positive Radon–Nikodym density with respect to µ . Under some conditions on the density functions, the forward and backward transport maps can be written in terms of Sobolev derivatives of so-called Monge–Brenier maps, or Monge potentials. We show the Sobolev regularity of the backward potential under the assumption that the density of the initial measure is log-concave and prove that the backward potential solves the Monge–Ampère equation.\",\"PeriodicalId\":51179,\"journal\":{\"name\":\"Studia Mathematica\",\"volume\":\"1 1\",\"pages\":\"\"},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2022-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Studia Mathematica\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.4064/sm210906-2-5\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Studia Mathematica","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.4064/sm210906-2-5","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
Regularity of the backward Monge potential and the Monge–Ampère equation on Wiener space
. In this paper, the Monge–Kantorovich problem is considered in infinite dimensions on an abstract Wiener space ( W, H, µ ) , where H is the Cameron–Martin space and µ is the Gaussian measure. We study the regularity of optimal transport maps with a quadratic cost function assuming that both initial and target measures have a strictly positive Radon–Nikodym density with respect to µ . Under some conditions on the density functions, the forward and backward transport maps can be written in terms of Sobolev derivatives of so-called Monge–Brenier maps, or Monge potentials. We show the Sobolev regularity of the backward potential under the assumption that the density of the initial measure is log-concave and prove that the backward potential solves the Monge–Ampère equation.
期刊介绍:
The journal publishes original papers in English, French, German and Russian, mainly in functional analysis, abstract methods of mathematical analysis and probability theory.