Sobolev regularity for the Monge-Ampere equation in the Wiener space
Functional Analysis
2015-01-14 v2
Abstract
Given the standard Gaussian measure on the countable product of lines and a probability measure absolutely continuous with respect to , we consider the optimal transportation of to . Assume that the function is -integrable. We prove that the function is regular in a certain Sobolev-type sense and satisfies the classical change of variables formula . We also establish sufficient conditions for the existence of third order derivatives of .
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