Solution of Monge-Amp\`ere Equation on Wiener Space for log-concave measures: General case
Abstract
We show the existence of the strong solutions of the Monge-Ampere equation for the log-concave measures without any regularity assumption. In particular the measures with density of the form -f, where f is an H-convex function which may take the value ∞ on a set of positive measure are included.
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