Introduction to Optimal Transport Theory
Classical Analysis and ODEs
2010-09-21 v1 Analysis of PDEs
Differential Geometry
Probability
Abstract
These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures endowed with the distances induced by optimal transport are detailed. The key tools to put in relation optimal transport and PDEs are provided.
Keywords
Cite
@article{arxiv.1009.3856,
title = {Introduction to Optimal Transport Theory},
author = {Filippo Santambrogio},
journal= {arXiv preprint arXiv:1009.3856},
year = {2010}
}