On the hessian of the optimal transport potential
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, Série 5, Tome 6 (2007) no. 3, pp. 441-456.

We study the optimal solution of the Monge-Kantorovich mass transport problem between measures whose density functions are convolution with a gaussian measure and a log-concave perturbation of a different gaussian measure. Under certain conditions we prove bounds for the Hessian of the optimal transport potential. This extends and generalises a result of Caffarelli. We also show how this result fits into the scheme of Barthe to prove Brascamp-Lieb inequalities and thus prove a new generalised Reverse Brascamp-Lieb inequality.

Classification : 49Q20, 52A40, 44A35
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Valdimarsson, Stefán Ingi. On the hessian of the optimal transport potential. Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, Série 5, Tome 6 (2007) no. 3, pp. 441-456. http://www.numdam.org/item/ASNSP_2007_5_6_3_441_0/

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