Let be a Gaussian measure on a locally convex space and be the corresponding Cameron-Martin space. It has been recently shown by L. Ambrosio and A. Figalli that the linear first-order PDE where is a probability measure, admits a weak solution, in particular, under the following assumptions: Applying transportation of measures via triangular maps we prove a similar result for a large class of non-Gaussian probability measures on , under the main assumption that $\beta_i \in \cap_{n \in \Nat} L^{n}(\nu)i \in \Nat\beta_i$ is the logarithmic derivative of along the coordinate . We also show uniqueness of the solution for a wide class of measures. This class includes uniformly log-concave Gibbs measures and certain product measures. measures.

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