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We consider an optimal transport problem with backward martingale constraint. The objective function is given by the scalar product of a pseudo-Euclidean space $S$. We show that the supremums over maps and plans coincide, provided that the…

概率论 · 数学 2024-05-30 Dmitry Kramkov , Mihai Sîrbu

By using optimal transport theory, we prove a sharp dimension-free isoperimetric inequality involving the volume entropy, in metric measure spaces with non-negative Ricci curvature in the sense of Lott--Sturm--Villani. We show that this…

度量几何 · 数学 2024-08-21 Bang-Xian Han

We develop a full theory for the new class of Optimal Entropy-Transport problems between nonnegative and finite Radon measures in general topological spaces. They arise quite naturally by relaxing the marginal constraints typical of Optimal…

最优化与控制 · 数学 2018-10-16 Matthias Liero , Alexander Mielke , Giuseppe Savaré

Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer [2] and Wiesel [21]. We present a new perspective of this result using the…

概率论 · 数学 2021-04-23 Ariel Neufeld , Julian Sester

Let M and \bar M be n-dimensional manifolds equipped with suitable Borel probability measures \rho and \bar\rho. Ma, Trudinger & Wang gave sufficient conditions on a transportation cost c \in C^4(M \times \bar M) to guarantee smoothness of…

微分几何 · 数学 2007-12-20 Young-Heon Kim , Robert J. McCann

By using optimal mass transport theory we prove a sharp isoperimetric inequality in ${\sf CD} (0,N)$ metric measure spaces assuming an asymptotic volume growth at infinity. Our result extends recently proven isoperimetric inequalities for…

微分几何 · 数学 2022-02-22 Zoltán M. Balogh , Alexandru Kristály

We establish sufficient conditions for the existence of globally Lipschitz transport maps between probability measures and their log-Lipschitz perturbations, with dimension-free bounds. Our results include Gaussian measures on Euclidean…

概率论 · 数学 2023-12-12 Max Fathi , Dan Mikulincer , Yair Shenfeld

We consider Bratteli diagrams of finite rank (not necessarily simple) and ergodic invariant measures with respect to the cofinal equivalence relation on their path spaces. It is shown that every ergodic invariant measure (finite or…

动力系统 · 数学 2015-03-13 Sergey Bezuglyi , Jan Kwiatkowski , Konstantin Medynets , Boris Solomyak

In this paper, we prove that a metric measure space which has at least one open set isometric to an interval, and for which the (possibly non-unique) optimal transport map exists from any absolutely continuous measure to an arbitrary…

度量几何 · 数学 2020-04-27 Timo Schultz

In this essay, we discuss the notion of optimal transport on geodesic measure spaces and the associated (2-)Wasserstein distance. We then examine displacement convexity of the entropy functional on the space of probability measures. In…

度量几何 · 数学 2012-04-17 Otis Chodosh

We identify a condition for regularity of optimal transport maps that requires only three derivatives of the cost function, for measures given by densities that are only bounded above and below. This new condition is equivalent to the weak…

偏微分方程分析 · 数学 2013-01-25 Nestor Guillen , Jun Kitagawa

We show that the typical nonexpansive mapping on a small enough subset of a CAT($\kappa$)-space is a contraction in the sense of Rakotch. By typical we mean that the set of nonexpansive mapppings without this property is a $\sigma$-porous…

泛函分析 · 数学 2021-08-06 Christian Bargetz , Michael Dymond , Emir Medjic , Simeon Reich

The celebrated Lott-Sturm-Villani theory of metric measure spaces furnishes synthetic notions of a Ricci curvature lower bound $K$ joint with an upper bound $N$ on the dimension. Their condition, called the Curvature-Dimension condition and…

In this paper, we extend the scope of Caffarelli's contraction theorem, which provides a measure of the Lipschitz constant for optimal transport maps between log-concave probability densities in $\R^d$. Our focus is on a broader category of…

偏微分方程分析 · 数学 2024-04-09 Guillaume Carlier , Alessio Figalli , Filippo Santambrogio

Caffarelli's contraction theorem states that the Brenier optimal transport map from the standard Gaussian measure to a more log-concave probability measure is 1-Lipschitz. Owing to its many applications in analysis, probability, and…

微分几何 · 数学 2026-05-26 Shrey Aryan

Optimal transport plays a major role in the study of manifolds with Ricci curvature bounded below. Some results in this setting have been extended to super Ricci flows, revealing a unified approach to analysis on Ricci nonnegative manifolds…

微分几何 · 数学 2025-10-31 Marco Flaim , Erik Hupp

We extend the variational approach to regularity for optimal transport maps initiated by Goldman and the first author to the case of general cost functions. Our main result is an $\epsilon$-regularity result for optimal transport maps…

偏微分方程分析 · 数学 2021-12-28 Felix Otto , Maxime Prod'homme , Tobias Ried

The Lott-Sturm-Villani Curvature-Dimension condition provides a synthetic notion for a metric-measure space to have Ricci-curvature bounded from below and dimension bounded from above. We prove that it is enough to verify this condition…

度量几何 · 数学 2021-02-26 Fabio Cavalletti , Emanuel Milman

In this note, we extend the regularity theory for monotone measure-preserving maps, also known as optimal transports for the quadratic cost optimal transport problem, to the case when the support of the target measure is an arbitrary convex…

偏微分方程分析 · 数学 2023-05-17 Alessio Figalli , Yash Jhaveri

We give an alternative proof for the fact that in $n$-dimensional Alexandrov spaces with curvature bounded below there exists a unique optimal transport plan from any purely $(n-1)$-unrectifiable starting measure, and that this plan is…

度量几何 · 数学 2018-04-04 Tapio Rajala , Timo Schultz