Abstract
We prove that, for the distributions of one-dimensional diffusions with nonconstant diffusion coefficients, the Monge and Kantorovich problems associated with the cost function generated by the Cameron-Martin norm have no nontrivial solutions, i.e., are solvable only when the considered measures coincide. In particular, this is true if the diffusion coefficient is real-analytic and nonconstant.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
