The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. El Karoui, Nicole; Lepeltier, Jean-Pierre. Représentation des processus ponctuels multivariés à l'aide d'un processus de Poisson. (French) Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 39 (1977), no. 2, 111--133. MR0448546 (56 #6852)
  2. El Karoui, N.; Méléard, S. Martingale measures and stochastic calculus. Probab. Theory Related Fields 84 (1990), no. 1, 83--101. MR1027822 (91k:60058)
  3. Fontbona, Joaquin; Guérin, Hélène; Méléard, Sylvie. Measurability of optimal transportation and convergence rate for Landau type interacting particle systems. Probab. Theory Related Fields 143 (2009), no. 3-4, 329--351. MR2475665 (2010d:60216)
  4. Gangbo, Wilfrid; McCann, Robert J. The geometry of optimal transportation. Acta Math. 177 (1996), no. 2, 113--161. MR1440931 (98e:49102)
  5. Grigelionis, B. The representation of integer-valued random measures as stochastic integrals over the Poisson measure. (Russian) Litovsk. Mat. Sb. 11 (1971), 93--108. MR0293703 (45 #2780)
  6. Guérin, H. Existence and regularity of a weak function-solution for some Landau equations with a stochastic approach. Stochastic Process. Appl. 101 (2002), no. 2, 303--325. MR1931271 (2004e:60112)
  7. Méléard, Sylvie; Roelly, Sylvie. Discontinuous measure-valued branching processes and generalized stochastic equations. Math. Nachr. 154 (1991), 141--156. MR1138376 (93d:60140)
  8. Rachev, Svetlozar T.; Rüschendorf, Ludger. Mass transportation problems. Vol. I. Theory. Probability and its Applications (New York). Springer-Verlag, New York, 1998. xxvi+508 pp. ISBN: 0-387-98350-3 MR1619170 (99k:28006)
  9. Rockafellar, R. Tyrrell; Wets, Roger J.-B. Variational analysis. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 317. Springer-Verlag, Berlin, 1998. xiv+733 pp. ISBN: 3-540-62772-3 MR1491362 (98m:49001)
  10. Rüschendorf, Ludger. The Wasserstein distance and approximation theorems. Z. Wahrsch. Verw. Gebiete 70 (1985), no. 1, 117--129. MR0795791 (86m:60004)
  11. Schachermayer, Walter; Teichmann, Josef. Characterization of optimal transport plans for the Monge-Kantorovich problem. Proc. Amer. Math. Soc. 137 (2009), no. 2, 519--529. MR2448572 (2009j:49029)
  12. Tanaka, Hiroshi. Probabilistic treatment of the Boltzmann equation of Maxwellian molecules. Z. Wahrsch. Verw. Gebiete 46 (1978/79), no. 1, 67--105. MR0512334 (80b:60083)
  13. Villani, Cédric. Topics in optimal transportation. Graduate Studies in Mathematics, 58. American Mathematical Society, Providence, RI, 2003. xvi+370 pp. ISBN: 0-8218-3312-X MR1964483 (2004e:90003)
  14. Villani, Cédric. Optimal transport. Old and new. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 338. Springer-Verlag, Berlin, 2009. xxii+973 pp. ISBN: 978-3-540-71049-3 MR2459454 (Review)
  15. Walsh, John B. An introduction to stochastic partial differential equations. École d'été de probabilités de Saint-Flour, XIV---1984, 265--439, Lecture Notes in Math., 1180, Springer, Berlin, 1986. MR0876085 (88a:60114)


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.