The aim of this note is to show that Alexandrov solutions of the Monge-Ampere
equation, with right hand side bounded away from zero and infinity, converge
strongly in $W^{2,1}_{loc}$ if their right hand side converge strongly in
$L^1_{loc}$. As a corollary we deduce strong $W^{1,1}_{loc}$ stability of
optimal transport maps.
By a variant of the techniques introduced by the first two authors in [DF] to
prove that second derivatives of solutions to the Monge-Ampere equation are
locally in $L\log L$, we obtain interior $W^{2,1+\varepsilon}$ estimates.
In this paper we study a parabolic version of the fractional obstacle
problem, proving almost optimal regularity for the solution. This problem is
motivated by an American option model proposed by Menton which introduces, into
the theory of option evaluation, discontinuous paths in the dynamics of the
stock's prices.
Motivated by the "tug-of-war" game studied in [12], we consider a "non-local"
version of the game which goes as follows: at every step two players pick
respectively a direction and then, instead of flipping a coin in order to
decide which direction to choose and then moving of a fixed amount $\epsilon>0$
(as is done in the classical case), it is a $s$-stable Levy process which
chooses at the same time both the direction and the distance to travel.
Starting from this game, we heuristically we derive a deterministic non-local
integro-differential equation that we call "infinity fractional
A principal wishes to transact business with a multidimensional distribution
of agents whose preferences are known only in the aggregate. Assuming a twist
(= generalized Spence-Mirrlees single-crossing) hypothesis and that agents can
choose only pure strategies, we identify a structural condition on the
preference b(x,y) of agent type x for product type y -- and on the principal's
costs c(y) -- which is necessary and sufficient for reducing the profit
maximization problem faced by the principal to a convex program.
Consider transportation of one distribution of mass onto another, chosen to
optimize the total expected cost, where cost per unit mass transported from x
to y is given by a smooth function c(x,y).
We study the optimal transport problem in sub-Riemannian manifolds where the
cost function is given by the square of the sub-Riemannian distance. Under
appropriate assumptions, we generalize Brenier-McCann's Theorem proving
existence and uniqueness of the optimal transport map. We show the absolute
continuity property of Wassertein geodesics, and we address the regularity
issue of the optimal map. In particular, we are able to show its approximate
differentiability a.e.
We obtain various new well-posedness results for continuity and transport
equations, among them an existence and uniqueness theorem (in the class of
strongly continuous solutions) in the case of nearly incompressible vector
fields, possibly having a blow-up of the BV norm at the initial time. We apply
these results (valid in any space dimension) to the k x k chromatography system
of conservation laws and to the k x k Keyfitz and Kranzer system, both in one
space dimension.
We obtain various new well-posedness results for continuity and transport
equations, among them an existence and uniqueness theorem (in the class of
strongly continuous solutions) in the case of nearly incompressible vector
fields, possibly having a blow-up of the BV norm at the initial time. We apply
these results (valid in any space dimension) to the k x k chromatography system
of conservation laws and to the k x k Keyfitz and Kranzer system, both in one
space dimension.