We consider the Kantorovich–Rubinstein ($W_1$) optimal transport problem on Gaussian spaces equipped with a Cameron–Martin structure,
formulated through the divergence constraint $Iu = g$, where $I = D^*$ is the extended stochastic integral (the adjoint of the Malliavin derivative).
The talk covers three main aspects:
- One-Dimensional Case: The divergence equation reduces to a first-order linear ODE with a Gaussian integrating factor,
admitting an explicit, unique solution in terms of cumulative distribution functions that directly recovers the classical $W_1$ distance.
- Finite-Dimensional Case ($\mathbb{R}^d$): We reformulate the setup into the continuous Beckmann minimal flow problem and
demonstrate the loss of uniqueness for the divergence equation via rotational fields.
Existence of a minimizing vector Radon measure is obtained through weak-* compactness and lower semicontinuity.
- Infinite-Dimensional Setting (Banach Space): Addressing the lack of local compactness, we establish the existence of a
minimizing $H$-valued transport measure by combining the tightness of marginals (via Ulam's and Mazur's theorems) with Prokhorov's theorem,
and outline open problems regarding the absolute continuity and uniqueness of the resulting measure.