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4 votes
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Compactness of the unit ball in the space of Radon measures w.r.t. the Kantorovich-Rubinstein norm

This question was posted previously but has not attracted any responses so I am repharising it in a slightly different language hoping to reach a wider community Let $(X,d)$ be a pointed metric space ...
Yury Korolev's user avatar
3 votes
0 answers
278 views

Radon-Nikodym derivative of vector-valued measure with respect to another vector-valued measure

Let $(X, | \cdot |)$ be a Banach space. I am interested in whether one can extend the definition of the Kullback-Leibler divergence $$ \text{KL}(\mu \ \Vert \ \nu) := \int_{\Omega} \ln\left(\frac{\...
ViktorStein's user avatar
2 votes
0 answers
82 views

Estimate of Wasserstein distance and flow of vector fields under particular assumptions

Let $\mu$ be a compactly supported absolutely continuous probability measure. Let $v,u$ be Lipschitz vector fields. For a vector field $w$ recall that $\Phi_t^w$ denotes its flow. A classical estimate ...
Jun's user avatar
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0 answers
39 views

Comonotone solution for Optimal Transport problems with supermodular surplus

In Alfred Galichon's book Optimal Transport Methods in Economics the foollowing result is stated for OT problems on the real line. Theorem 4.3.(i) Assume that $\Phi$ is supermodular. Then the primal ...
Francesco Bilotta's user avatar
0 votes
0 answers
184 views

Reference request: density of $C_c^{\infty}(\mathbb R^d)$ in $L^2(\mathbb R^d,d\rho)$

My question is motivated by an optimal transportation approach to PDE's and gradient flows in metric spaces (see e.g Otto's geometry of dissipative evolution equations: the porous media equation and ...
leo monsaingeon's user avatar