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Mass transport problem and derivation. (English) Zbl 0998.60012

Summary: A characterization of the transport property is given. New properties for strongly nonatomic probabilities are established. We study the relationship between the nondifferentiability of a real function \(f\) and the fact that the probability measure \(\lambda_{f^*}:=\lambda\circ (f^*)^{-1}\), where \(f^*(x):=(x,f(x))\) and \(\lambda\) is the Lebesgue measure, has the transport property.

MSC:

60E05 Probability distributions: general theory
26A27 Nondifferentiability (nondifferentiable functions, points of nondifferentiability), discontinuous derivatives