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arXiv:math/0407106 [math.AP]AbstractReferencesReviewsResources

Solution of Monge-Ampère Equation on Wiener Space for log-concave measures: General case

Denis Feyel, A. S. Ustunel

Published 2004-07-07Version 1

We show the existence of the strong solutions of the Monge-Ampere equation for the log-concave measures without any regularity assumption. In particular the measures with density of the form $\exp -f$, where $f$ is an $H$-convex function which may take the value $\infty$ on a set of positive measure are included.

Comments: 24 pages
Categories: math.AP, math.PR
Subjects: 60H07, 60H05, 46G12, 47H05
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