In transport problems of Monge's types, the total cost of a transport map is usually an integral of some function of the distance, such as |x - y|p. In many real applications, the actual cost may naturally be determined by a transport path. For shipping two items to one location, a "Y shaped" path may be preferable to a "V shaped" path. Here, we show that any probability measure can be transported to another probability measure through a general optimal transport path, which is given by a vector measure in our setting. Moreover, we define a new distance on the space of probability measures which in fact metrizies the weak * topology of measures. Under this distance, the space of probability measures becomes a length space. Relations as well as related problems about transport paths and transport plans are also discussed in the end.
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Qinglan Xia (2003) studied this question.
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