Wiener空间上后向Monge势和Monge - ampante方程的正则性

IF 0.7 3区 数学 Q2 MATHEMATICS
M. Çağlar, I. Demirel
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引用次数: 0

摘要

. 本文考虑了抽象Wiener空间(W, H,µ)上无限维的Monge-Kantorovich问题,其中H为Cameron-Martin空间,µ为高斯测度。我们研究了具有二次代价函数的最优运输图的正则性,假设初始和目标措施相对于µ具有严格正的Radon-Nikodym密度。在密度函数的某些条件下,正向和反向输运映射可以用所谓的Monge - brenier映射的Sobolev导数或Monge势来表示。在初始测度的密度为对数凹的假设下,证明了后向势的Sobolev正则性,并证明了后向势能解monge - ampantere方程。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Regularity of the backward Monge potential and the Monge–Ampère equation on Wiener space
. In this paper, the Monge–Kantorovich problem is considered in infinite dimensions on an abstract Wiener space ( W, H, µ ) , where H is the 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 some conditions on the density functions, the forward and backward transport maps can be written in terms of Sobolev derivatives of so-called Monge–Brenier maps, or Monge potentials. We show the Sobolev regularity of the backward potential under the assumption that the density of the initial measure is log-concave and prove that the backward potential solves the Monge–Ampère equation.
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来源期刊
Studia Mathematica
Studia Mathematica 数学-数学
CiteScore
1.50
自引率
12.50%
发文量
72
审稿时长
5 months
期刊介绍: The journal publishes original papers in English, French, German and Russian, mainly in functional analysis, abstract methods of mathematical analysis and probability theory.
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