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Continuity of an optimal transport in Monge problem

✍ Scribed by Ilaria Fragalà; Maria Stella Gelli; Aldo Pratelli


Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
636 KB
Volume
84
Category
Article
ISSN
0021-7824

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Optimal solution of a Monge-Kantorovitch
✍ Taoufiq Abdellaoui 📂 Article 📅 1998 🏛 Elsevier Science 🌐 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