Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 348 4 b Solution Created 2026-10-03 Updated 2026-10-05
A standard sufficient form of Brenier theorem assumes have finite second moments and , that is, absolute continuity of measures with respect to Lebesgue measure. For the cost , there exists a unique optimal transport plan, and it is induced by a transport map:Here is a proper convex function, which may be chosen sequentially lower semicontinuous, and its gradient exists -almost everywhere. The map is unique -almost everywhere and is the unique minimizer of the Monge optimal transport problem; its cost equals the Kantorovich optimal transport problem minimum. Equivalently, it is the unique gradient of a convex function transporting to .
The uniqueness claim concerns the map and the transport plan, not a globally unique potential. The potential may be shifted by a constant, and additional nonuniqueness away from the source can occur. No density assumption is required on . A primary reference is Brenier's Polar factorization and monotone rearrangement of vector-valued functions.