Wasserstein Distance on Configuration Space

被引：0
作者：
L. Decreusefond
机构：
[1] TELECOM ParisTech—LTCI UMR 5141,
来源：
Potential Analysis | 2008年 / 28卷
关键词：
Configuration space; Monge–Kantorovitch; Optimal transportation problem; Poisson process; 60B05; 60H07; 60G55;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We 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.
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页码：283 / 300
页数：17
相关论文
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