Optimal transport on Wiener space with different norms

Details Optimal transport on Wiener space with different norms Optimal transport on Wiener space with different norms

2011-11-08

arxiv.org/abs/1111.1938v4

Mathematics

Probability

26 pages

Scientific paper

In this paper we study two basic facts of optimal transportation on Wiener space W. Our first aim is to answer to the Monge Problem on the Wiener space endowed with the Sobolev type norm (k,gamma) to the power of p (cases p = 1 and p > 1 are considered apart). The second one is to prove 1-convexity (resp. C-convexity) along (constant speed) geodesics of relative entropy in (P2(W);W2), where W is endowed with the infinite norm (resp. with (k,gamma) norm), and W2 is the 2-distance of Wasserstein.

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