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Matematicheskie Zametki, 2016, Volume 100, Issue 5, Pages 682–688
DOI: https://doi.org/10.4213/mzm11152 (Mi mzm11152) 		 
This article is cited in 3 scientific papers (total in 3 papers)

On the Kantorovich Problem for Nonlinear Images of the Wiener Measure

D. B. Bukin

Lomonosov Moscow State University
Full-text PDF (414 kB) Citations (3)
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DOI: https://doi.org/10.4213/mzm11152
Abstract: The Kantorovich problem with the cost function given by the Cameron–Martin norm is considered for nonlinear images of the Wiener measure that are distributions of one-dimensional diffusion processes with nonconstant diffusion coefficients. It is shown that the problem can have trivial solutions only if the derivative of the diffusion coefficient differs from zero almost everywhere.
Keywords: Kantorovich problem, distribution of a diffusion process, Cameron–Martin space, Wiener measure.
Funding agency Grant number
Russian Science Foundation 14-11-00196
This work was supported by the Russian Science Foundation under grant 14-11-00196 at the Moscow State University.
Received: 29.02.2016
English version:
Mathematical Notes, 2016, Volume 100, Issue 5, Pages 660–665
DOI: https://doi.org/10.1134/S000143461611002X
Bibliographic databases:
Document Type: Article
UDC: 517
Language: Russian
Citation: D. B. Bukin, “On the Kantorovich Problem for Nonlinear Images of the Wiener Measure”, Mat. Zametki, 100:5 (2016), 682–688; Math. Notes, 100:5 (2016), 660–665
Citation in format AMSBIB
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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