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|)dμ≤∫RdΦ2(g)dμ for certain functions Φ1 and Φ2 under appropriate assumptions on μ. Applications are given to optimal mass transportations in the Monge problem.
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
\Bibitem{BogKol05}
\by V.~I.~Bogachev, A.~V.~Kolesnikov
\paper Integrability of absolutely continuous measure transformations and applications to optimal transportation
\jour Teor. Veroyatnost. i Primenen.
\yr 2005
\vol 50
\issue 3
\pages 433--456
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\crossref{https://doi.org/10.4213/tvp87}
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\transl
\jour Theory Probab. Appl.
\yr 2006
\vol 50
\issue 3
\pages 367--385
\crossref{https://doi.org/10.1137/S00405285X97981810}
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Linking options:
https://www.mathnet.ru/eng/tvp87
https://doi.org/10.4213/tvp87
https://www.mathnet.ru/eng/tvp/v50/i3/p433
This publication is cited in the following 6 articles:
Alexander V. Kolesnikov, Egor D. Kosov, “Moment measures and stability for Gaussian inequalities”, Theory Stoch. Process., 22(38):2 (2017), 47–61
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
A. V. Kolesnikov, “Sobolev regularity of transportation of probability measures and transportation inequalities”, Theory Probab. Appl., 57:2 (2013), 243–264
V. I. Bogachev, A. V. Kolesnikov, “The Monge–Kantorovich problem: achievements, connections, and perspectives”, Russian Math. Surveys, 67:5 (2012), 785–890
Shaposhnikov S.V., “Positiveness of invariant measures of diffusion processes”, Dokl. Math., 76:1 (2007), 533–538
A. V. Kolesnikov, “Integrability of optimal mappings”, Math. Notes, 80:4 (2006), 518–531