Optimal solution of a Monge-Kantorovitch
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Taoufiq Abdellaoui
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Article
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1998
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Elsevier Science
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English
⚖ 631 KB
Suppose that P and Q are probabilities on a separable Banach space ~:. It is known that if (P, Q) satisfies certain regularity conditions and a random variable X has law P, then there exists a function f : ~: ~ IF, such that the function f(X) has the law Q and the random pair (X,f(X)) is an optimal