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Regular version of the site

Article

Соболевская регулярность транспортировки вероятностных мер и транспортные неравенства

We study Sobolev a priori estimates for the optimal transportation $T = \nabla \Phi$ between probability measures $\mu=e^{-V} \ dx$ and $\nu=e^{-W} \ dx$ on $\R^d$.

Assuming uniform convexity of the potential $W$ we show that $\int \| D^2 \Phi\|^2_{HS} \ d\mu$, where $\|\cdot\|_{HS}$ is the Hilbert-Schmidt norm,

is controlled by the Fisher information of $\mu$. In addition, we prove similar estimate for the $L^p(\mu)$-norms of $\|D^2 \Phi\|$ and obtain some $L^p$-generalizations of the well-known Caffarelli

contraction theorem.

We establish a connection of our results with the Talagrand transportation inequality.

We also prove a corresponding dimension-free version for the relative Fisher information with respect to a Gaussian measure.