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Matematicheskie Zametki, 2010, Volume 88, Issue 5, Pages 708–728
DOI: https://doi.org/10.4213/mzm8493
(Mi mzm8493)
 

This article is cited in 8 scientific papers (total in 8 papers)

Global Hölder Estimates for Optimal Transportation

A. V. Kolesnikov

Moscow State Academy of Printing Arts
Full-text PDF (588 kB) Citations (8)
References:
Abstract: We generalize the well-known result due to Caffarelli concerning Lipschitz estimates for the optimal transportation $T$ of logarithmically concave probability measures. Suppose that $T\colon\mathbb R^d\to\mathbb R^d$ is the optimal transportation mapping $\mu=e^{-V}\,dx$ to $\nu=e^{-W}\,dx$. Suppose that the second difference-differential $V$ is estimated from above by a power function and that the modulus of convexity $W$ is estimated from below by the function $A_q|x|^{1+q}$, $q\ge1$. We prove that, under these assumptions, the mapping $T$ is globally Hölder with the Hölder constant independent of the dimension. In addition, we study the optimal mapping $T$ of a measure $\mu$ to Lebesgue measure on a convex bounded set $K\subset\mathbb R^d$. We obtain estimates of the Lipschitz constant of the mapping $T$ in terms of $d$, $\operatorname{diam}(K)$, and $DV$, $D^2V$.
Keywords: optimal transportation of measures, Lipschitz mapping, Hölder estimate, probability measure, Gaussian measure, Lipschitz estimate, modulus of convexity.
Received: 23.03.2009
English version:
Mathematical Notes, 2010, Volume 88, Issue 5, Pages 678–695
DOI: https://doi.org/10.1134/S0001434610110076
Bibliographic databases:
Document Type: Article
UDC: 517.957
Language: Russian
Citation: A. V. Kolesnikov, “Global Hölder Estimates for Optimal Transportation”, Mat. Zametki, 88:5 (2010), 708–728; Math. Notes, 88:5 (2010), 678–695
Citation in format AMSBIB
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\paper Global H\"older Estimates for Optimal Transportation
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\pages 708--728
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  • This publication is cited in the following 8 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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