ON A MIXTURE OF BRENIER AND STRASSEN THEOREMS - Archive ouverte HAL
Article Dans Une Revue Proceedings of the London Mathematical Society Année : 2020

ON A MIXTURE OF BRENIER AND STRASSEN THEOREMS

Nathael Gozlan

Résumé

We give a characterization of optimal transport plans for a variant of the usual quadratic transport cost introduced in [33]. Optimal plans are composition of a deterministic transport given by the gradient of a continuously differentiable convex function followed by a martingale coupling. We also establish some connections with Caffarelli’s contraction theorem [14].
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Dates et versions

hal-01855463 , version 1 (08-08-2018)
hal-01855463 , version 2 (21-12-2018)

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Citer

Nathael Gozlan, Nicolas Juillet. ON A MIXTURE OF BRENIER AND STRASSEN THEOREMS. Proceedings of the London Mathematical Society, 2020, ⟨10.1112/plms.12302⟩. ⟨hal-01855463v2⟩
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