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Monge Problem on infinite dimensional Hilbert space endowed with suitable Gaussian measure

Vincent Nolot

subject

Optimization and Control (math.OC)FOS: MathematicsMathematics - Optimization and Control

description

In this paper we solve the Monge problem on infinite dimensional Hilbert space endowed with a suitable Gaussian measure, that satisfies the Lebesgue differentiation theorem.

http://arxiv.org/abs/1403.4755