Abstract.
We study the asymptotic behavior, in the zero-noise limit, of solutions to Schrödinger’s functional equations and that of h-path processes, and give a new proof of the existence of the minimizer of Monge’s problem with a quadratic cost.
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Partially supported by the Grant-in-Aid for Scientific Research, No. 15340047 and 15340051, JSPS.
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Mikami, T. Monge’s problem with a quadratic cost by the zero-noise limit of h-path processes. Probab. Theory Relat. Fields 129, 245–260 (2004). https://doi.org/10.1007/s00440-004-0340-4
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DOI: https://doi.org/10.1007/s00440-004-0340-4