6533b86efe1ef96bd12cb1a1

RESEARCH PRODUCT

Convexities and optimal transport problems on the Wiener space

Vincent Nolot

subject

Convexité[ MATH.MATH-GM ] Mathematics [math]/General Mathematics [math.GM][MATH.MATH-GM] Mathematics [math]/General Mathematics [math.GM]Monge-Ampère equationConvexityMonge problem[MATH.MATH-GM]Mathematics [math]/General Mathematics [math.GM]Dimension infinieTransport optimalLogarithmic concave measureWiener spaceEspace de WienerOptimal transportÉquation de Monge-AmpèreMesure logarithmiquement concaveProblème de MongeInfinite dimension

description

The aim of this PhD is to study the optimal transportation theory in some abstract Wiener space. You can find the results in four main parts and they are aboutThe convexity of the relative entropy. We will extend the well known results in finite dimension to the Wiener space, endowed with the uniform norm. To be precise the relative entropy is (at least weakly) geodesically 1-convex in the sense of the optimal transportation in the Wiener space.The measures with logarithmic concave density. The first important result consists in showing that the Harnack inequality holds for the semi-group induced by such a measure in the Wiener space. The second one provides us a finite dimensional and dimension-free inequality which gives estimate on the difference between two optimal maps.The Monge Problem. We will be interested in the Monge Problem on the Wiener endowed with different norms: either some finite valued norms or the pseudo-norm of Cameron-Martin.The Monge-Ampère equation. Thanks to the inequalities obtained above, we will be able to build strong solutions of the Monge-Ampère (those which are induced by the quadratic cost) equation on the Wiener space, provided the considered measures satisfy weak conditions

yearjournalcountryeditionlanguage
2013-06-27
https://tel.archives-ouvertes.fr/tel-00932092