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1.
In this work we prove the existence and uniqueness of the optimal transport map for Lp-Wasserstein distance with p>1, and particularly present an explicit expression of the optimal transport map for the case p=2. As an application, we show the existence of geodesics connecting probability measures satisfying suitable condition on path groups and loop groups.  相似文献   

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For a Gaussian process XX and smooth function ff, we consider a Stratonovich integral of f(X)f(X), defined as the weak limit, if it exists, of a sequence of Riemann sums. We give covariance conditions on XX such that the sequence converges in law. This gives a change-of-variable formula in law with a correction term which is an Itô integral of f?f? with respect to a Gaussian martingale independent of XX. The proof uses Malliavin calculus and a central limit theorem from Nourdin and Nualart (2010) [8]. This formula was known for fBm with H=1/6H=1/6 Nourdin et al. (2010) [9]. We extend this to a larger class of Gaussian processes.  相似文献   

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We prove a generalization of the Cameron-Martin theorem for a geometrically and stochastically complete Riemannian manifold; namely, the Wiener measure on the path space over such a manifold is quasi-invariant under the flow generated by a Cameron-Martin vector field.  相似文献   

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We determine the limit of the bottom of spectrum of Schrödinger operators with variable coefficients on Wiener spaces and path spaces over finite-dimensional compact Riemannian manifolds in the semi-classical limit. These are extensions of the results in [S. Aida, Semiclassical limit of the lowest eigenvalue of a Schrödinger operator on a Wiener space, J. Funct. Anal. 203 (2) (2003) 401-424]. The problem on path spaces over Riemannian manifolds is considered as a problem on Wiener spaces by using Ito's map. However the coefficient operator is not a bounded linear operator and the dependence on the path is not continuous in the uniform convergence topology if the Riemannian curvature tensor on the underling manifold is not equal to 0. The difficulties are solved by using unitary transformations of the Schrödinger operators by approximate ground state functions and estimates in the rough path analysis.  相似文献   

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Caterina Consani 《K-Theory》1993,7(3):269-284
TheK-theory of the derived categories as well as someK-theoretic invariants associated to the resolution of singularities are applied in order to compute theK 0-groups of a variety with finitely many singular points. Explicit computations are given in order to determine theK 0 and the relative CH* groups of the affine cone over a nonsingular surface of degreed in d+1 not contained in any hyperplane.  相似文献   

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