The Monge problem in Wiener Space
Probability
2011-03-25 v2 Analysis of PDEs
Abstract
We address the Monge problem in the abstract Wiener space and we give an existence result provided both marginal measures are absolutely continuous with respect to the infinite dimensional Gaussian measure {\gamma}.
Cite
@article{arxiv.1103.2798,
title = {The Monge problem in Wiener Space},
author = {Fabio Cavalletti},
journal= {arXiv preprint arXiv:1103.2798},
year = {2011}
}