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Teoriya Veroyatnostei i ee Primeneniya, 2005, Volume 50, Issue 3, Pages 433–456
DOI: https://doi.org/10.4213/tvp87
(Mi tvp87)
 

This article is cited in 6 scientific papers (total in 6 papers)

Integrability of absolutely continuous measure transformations and applications to optimal transportation

V. I. Bogachev, A. V. Kolesnikov

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
References:
Abstract: Given two Borel probability measures μ and ν on Rd such that dν/dμ=g, we consider certain mappings of the form T(x)=x+F(x) that transform μ into ν. Our main results give estimates of the form RdΦ1(|F|)dμRdΦ2(g)dμ for certain functions Φ1 and Φ2 under appropriate assumptions on μ. Applications are given to optimal mass transportations in the Monge problem.
Keywords: optimal transportation, Gaussian measure, convex measure, logarithmic Sobolev inequality, Poincaré, inequality, Talagrand inequality.
Received: 30.05.2005
English version:
Theory of Probability and its Applications, 2006, Volume 50, Issue 3, Pages 367–385
DOI: https://doi.org/10.1137/S00405285X97981810
Bibliographic databases:
Language: Russian
Citation: V. I. Bogachev, A. V. Kolesnikov, “Integrability of absolutely continuous measure transformations and applications to optimal transportation”, Teor. Veroyatnost. i Primenen., 50:3 (2005), 433–456; Theory Probab. Appl., 50:3 (2006), 367–385
Citation in format AMSBIB
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  • https://doi.org/10.4213/tvp87
  • https://www.mathnet.ru/eng/tvp/v50/i3/p433
  • This publication is cited in the following 6 articles:
    1. Alexander V. Kolesnikov, Egor D. Kosov, “Moment measures and stability for Gaussian inequalities”, Theory Stoch. Process., 22(38):2 (2017), 47–61  mathnet  mathscinet  zmath
    2. Bogachev V.I., Kolesnikov A.V., “Sobolev Regularity for the Monge-Ampere Equation in the Wiener Space”, Kyoto J. Math., 53:4 (2013), 713–738  crossref  mathscinet  zmath  isi  scopus
    3. A. V. Kolesnikov, “Sobolev regularity of transportation of probability measures and transportation inequalities”, Theory Probab. Appl., 57:2 (2013), 243–264  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib
    4. V. I. Bogachev, A. V. Kolesnikov, “The Monge–Kantorovich problem: achievements, connections, and perspectives”, Russian Math. Surveys, 67:5 (2012), 785–890  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib
    5. Shaposhnikov S.V., “Positiveness of invariant measures of diffusion processes”, Dokl. Math., 76:1 (2007), 533–538  mathnet  crossref  mathscinet  zmath  isi  elib  elib  scopus
    6. A. V. Kolesnikov, “Integrability of optimal mappings”, Math. Notes, 80:4 (2006), 518–531  mathnet  mathnet  crossref  crossref  isi  scopus
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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