Optimal transport maps on infinite dimensional spaces

Shizan FANG, Vincent NOLOT

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PDF(189 KB)
Front. Math. China ›› 2015, Vol. 10 ›› Issue (4) : 715-732. DOI: 10.1007/s11464-015-0474-y
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Optimal transport maps on infinite dimensional spaces

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Abstract

We will give a survey on results concerning Girsanov transformations, transportation cost inequalities, convexity of entropy, and optimal transport maps on some infinite dimensional spaces. Some open Problems will be arisen.

Keywords

Girsanov theorem / entropy / optimal transport map / Wiener space / Lebesgue point

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Shizan FANG, Vincent NOLOT. Optimal transport maps on infinite dimensional spaces. Front. Math. China, 2015, 10(4): 715‒732 https://doi.org/10.1007/s11464-015-0474-y

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