On continuity equations in infinite dimensions with non-Gaussian reference measure
Functional Analysis
2013-12-24 v3
Abstract
Let be a Gaussian measure on a locally convex space and be the corresponding Cameron-Martin space. It has been recently shown by L. Ambrosio and A. Figalli that the linear first-order PDE where is a probability measure, admits a weak solution, in particular, under the following assumptions: Applying transportation of measures via triangular maps we prove a similar result for a large class of non-Gaussian probability measures on , under the main assumption that for every , where is the logarithmic derivative of along the coordinate . We also show uniqueness of the solution for a wide class of measures. This class includes uniformly log-concave Gibbs measures and certain product measures. measures.
Cite
@article{arxiv.1303.7184,
title = {On continuity equations in infinite dimensions with non-Gaussian reference measure},
author = {Alexander V. Kolesnikov and Michael Röckner},
journal= {arXiv preprint arXiv:1303.7184},
year = {2013}
}
Comments
34 pages, minor corrections