On Monge-Kantorovich Problem in the Plane

Mathematics – Probability

Scientific paper

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Scientific paper

We transfer the celebrating Monge-Kontorovich problem in a bounded domain of Euclidean plane into a Dirichlet boundary problem associated to a quasi-linear elliptic equation with $0-$order term missing in its diffusion coefficients: \begin{eqnarray*} A(x, F'_x)F''_{xx}+B(y, F'_y)F''_{yy}&=&C(x, y, F'_x, F'_y) \end{eqnarray*} where $A(.,.)>0, B(.,.)>0$ and $C$ are functions based on the initial distributions, $F$ is an unknown probability distribution function and therefore closed the former problem.

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