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ArticleOriginal scientific text

Title

Mass transport problem and derivation

Authors 1, 2

Affiliations

  1. UPRES-A. CNRS 6085, Analyse et Modèles Stochastiques, Université de Rouen, 76821 Mont Saint Aignan Cedex, France
  2. UPRES-A. CNRS 6085, INSA de Rouen, Département de Génie Mathématiques, Place E. Blondel, 76131 Mont Saint Aignan Cedex, France

Abstract

A characterization of the transport property is given. New properties for strongly nonatomic probabilities are established. We study the relationship between the nondifferentiability of a real function f and the fact that the probability measure λf⋅:=λ◦(f⋅)-1, where f*(x):=(x,f(x)) and λ is the Lebesgue measure, has the transport property.

Keywords

ENG
Monge-Kantorovich transportation problem, cyclic monotonicity, (c-c)-surface, Lévy-Wasserstein distance, optimal coupling, strongly nonatomic probability

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Applicationes Mathematicae
1999/26/3
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Pages:
299-314
Main language of publication
English
Received
1998-12-07
Accepted
1999-04-13
Published
1999
Exact and natural sciences