Wasserstein distance on configuration space

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dc.creatorDecreusefond, L.
dc.date2006-02-07
dc.date.accessioned2026-07-07T07:03:11Z
dc.date.available2026-07-07T07:03:11Z
dc.descriptionWe investigate here the optimal transportation problem on configuration space for the quadratic cost. It is shown that, as usual, provided that the corresponding Wasserstein is finite, there exists one unique optimal measure and that this measure is supported by the graph of the derivative (in the sense of the Malliavin calculus) of a ``concave'' (in a sense to be defined below) function. For finite point processes, we give a necessary and sufficient condition for the Wasserstein distance to be finite.
dc.identifierhttps://arxiv.org/abs/math/0602134
dc.identifierhttp://arxiv.org/abs/math/0602134
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/108878
dc.subjectProbability
dc.subject60B05; 60H07; 60G55
dc.titleWasserstein distance on configuration space
dc.typetext

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