Monge-Kantorovitch Measure Transportation and Monge-Ampère Equation on Wiener Space

Probability Theory and Related Fields

Volumn 128, Issue 3, 2004, Pages 347-385

  Feyel, D ^a   Ustunel A S ^b  

^a UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

^b TELECOM PARISTECH   (France)

Author keywords

Girsanov theorem; Measure transportation; Monge Amp re equation; Monge Kantorovitch problem; Transport inequalities; Wiener space

Indexed keywords

EID: 12144289125     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-003-0307-x     Document Type: Article

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