Monge's problem with a quadratic cost by the zero-noise limit of h-path processes

• 成果类型: Article
• 署名作者: Mikami, T
• 署名单位: Hokkaido University
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-004-0340-4
• 发表日期: 2004
• 页码: 245-260
• 关键词: rearrangement; equation

摘要

We study the asymptotic behavior, in the zero-noise limit, of solutions to Schrodinger's functional equations and that of h-path processes, and give a new proof of the existence of the minimizer of Monge's problem with a quadratic cost.