The Monge-Kantorovich problem: achievements, connections, and perspectives

VI Bogachev, AV Kolesnikov - Russian Mathematical Surveys, 2012 - iopscience.iop.org
This article gives a survey of recent research related to the Monge-Kantorovich problem.
Principle results are presented on the existence of solutions and their properties both in the …

Задача Монжа–Канторовича: достижения, связи и перспективы

ВИ Богачев, АВ Колесников - Успехи математических наук, 2012 - mathnet.ru
В статье дается обзор недавних исследований, связанных с задачей Монжа-
Канторовича. Приведены основные результаты о существовании решений и их …

Gaussian measures on infinite-dimensional spaces

VI Bogachev - Real and Stochastic Analysis: Current Trends, 2014 - books.google.com
Gaussian distributions, along with certain discrete distributions, are the most important
statistical distributions in science and technology. They have been known and used for two …

Moment measures and stability for Gaussian inequalities

AV Kolesnikov, ED Kosov - arXiv preprint arXiv:1801.00140, 2017 - arxiv.org
Let $\gamma $ be the standard Gaussian measure on $\mathbb {R}^ n $ and let $\mathcal
{P} _ {\gamma} $ be the space of probability measures that are absolutely continuous with …

Hessian metrics, CD (K, N)-spaces, and optimal transportation of log-concave measures

AV Kolesnikov - arXiv preprint arXiv:1201.2342, 2012 - arxiv.org
We study the optimal transportation mapping $\nabla\Phi:\mathbb {R}^ d\mapsto\mathbb
{R}^ d $ pushing forward a probability measure $\mu= e^{-V}\dx $ onto another probability …

[HTML][HTML] On continuity equations in infinite dimensions with non-Gaussian reference measure

AV Kolesnikov, M Röckner - Journal of Functional Analysis, 2014 - Elsevier
Let γ be a Gaussian measure on a locally convex space and H be the corresponding
Cameron–Martin space. It has been recently shown by L. Ambrosio and A. Figalli that the …

Remarks on curvature in the transportation metric

B Klartag, AV Kolesnikov - Analysis Mathematica, 2017 - Springer
According to a classical result of E. Calabi any hyperbolic affine hypersphere endowed with
its natural Hessian metric has a non-positive Ricci tensor. The affine hyperspheres can be …

Optimal transportation of processes with infinite Kantorovich distance: Independence and symmetry

AV Kolesnikov, DA Zaev - 2017 - projecteuclid.org
We consider probability measures on R∞ and study optimal transportation mappings for the
case of infinite Kantorovich distance. Our examples include (1) quasiproduct measures and …

On the Monge and Kantorovich problems for distributions of diffusion processes

DB Bukin - Mathematical Notes, 2014 - Springer
We prove that, for the distributions of one-dimensional diffusions with nonconstant diffusion
coefficients, the Monge and Kantorovich problems associated with the cost function …

[HTML][HTML] Sobolev estimates for optimal transport maps on Gaussian spaces

S Fang, V Nolot - Journal of Functional Analysis, 2014 - Elsevier
In this work, we will take the standard Gaussian measure as the reference measure and
study the variation of optimal transport maps in Sobolev spaces with respect to it; as a by …