Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/iii/paper-348/1/d/solution

Interpret the invertibility assumption on as continuity and strict increase on the relevant range, so that is an atomless measure. Suppose a non-decreasing transport map with exists. Then is also an atomless measure: if , the pushforward measure would give . Thus is continuous.
At any point where the non-decreasing representative is defined, the definition of a monotone function gives
Using the pushforward measure identity and continuity of the two cumulative distribution functions, we obtain
Consequently
The monotone rearrangement in part (c) is optimal for the convex difference cost, so has the same cost and solves the Monge optimal transport problem. The meaningful uniqueness is up to a -null set; arbitrary values away from the source do not affect transport or cost. Existence of the non-decreasing transport map supplies the source condition missing in part (c).

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