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arxiv: 1103.2798 · v2 · pith:5CW4LLZ7new · submitted 2011-03-14 · 🧮 math.PR · math.AP

The Monge problem in Wiener Space

classification 🧮 math.PR math.AP
keywords mongeproblemspacewienerabsolutelyabstractaddresscontinuous
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We address the Monge problem in the abstract Wiener space and we give an existence result provided both marginal measures are absolutely continuous with respect to the infinite dimensional Gaussian measure {\gamma}.

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