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Sobolev regularity for the Monge-Ampere equation in the Wiener space
Given the standard Gaussian measure on the countable product of
lines and a probability measure
absolutely continuous with respect to , we consider the optimal
transportation of to .
Assume that the function is -integrable. We prove that
the function is regular in a certain Sobolev-type sense and satisfies
the classical change of variables formula . We also establish
sufficient conditions for the existence of third order derivatives of
.Comment: 22 pages. Some statements are corrected. More complete proofs are
give
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