





























In this paper, Monge-Kantorovich problem is considered in the infinite dimension on an abstract Wiener space $(W, H,μ)$, where $H$ is Cameron-Martin space and $μ$ is the Gaussian measure. We study the regularity of optimal transport maps with a quadratic cost function assuming that both initial and target measures have a strictly positive Radon-Nikodym density with respect to $μ$. Under conditions on the density functions, the forward and backward transport maps can be written in terms of Sobolev derivative of so-called Monge-Brenier maps, or Monge potentials. We show Sobolev regularity of the backward potential under the assumption that the density of the initial measure is log-concave and prove that it solves Monge-Ampere equation.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。