The Monge problem in Wiener Space

Details The Monge problem in Wiener Space The Monge problem in Wiener Space

2011-03-14

arxiv.org/abs/1103.2798v2

Mathematics

Probability

Scientific paper

We address the Monge problem in the abstract Wiener space and we give an
existence result provided both marginal measures are absolutely continuous with
respect to the infinite dimensional Gaussian measure {\gamma}.

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