English

Sobolev regularity for the Monge-Ampere equation in the Wiener space

Functional Analysis 2015-01-14 v2

Abstract

Given the standard Gaussian measure γ\gamma on the countable product of lines R\mathbb{R}^{\infty} and a probability measure gγg \cdot \gamma absolutely continuous with respect to γ\gamma, we consider the optimal transportation T(x)=x+φ(x)T(x) = x + \nabla \varphi(x) of gγg \cdot \gamma to γ\gamma. Assume that the function g2/g|\nabla g|^2/g is γ\gamma-integrable. We prove that the function φ\varphi is regular in a certain Sobolev-type sense and satisfies the classical change of variables formula g=det2(I+D2φ)exp(Lφ1/2φ2)g = {\det}_2(I + D^2 \varphi) \exp \bigl(\mathcal{L} \varphi - 1/2 |\nabla \varphi|^2 \bigr). We also establish sufficient conditions for the existence of third order derivatives of φ\varphi.

Keywords

Cite

@article{arxiv.1110.1822,
  title  = {Sobolev regularity for the Monge-Ampere equation in the Wiener space},
  author = {Vladimir I. Bogachev and Alexander V. Kolesnikov},
  journal= {arXiv preprint arXiv:1110.1822},
  year   = {2015}
}

Comments

22 pages. Some statements are corrected. More complete proofs are given