Global Hölder estimates for optimal transportation

Publication date 25 November 2011

Abstract: We generalize a well-known result of L. Caffarelli on Lipschitz estimates for optimal transportation

T

between uniformly log-concave probability measures. Let

T : R^{d} o R^{d}

be an optimal transportation pushing forward

m u = e^{- V} d x

to

u = e^{- W} d x

. Assume that 1) the second differential quotient of

V

can be estimated from above by a power function, 2) modulus of convexity of

W

can be estimated from below by

A_{q} | x |^{1 + q}

,

q g e 1

. Under these assumptions we show that

T

is globally H"older with a dimension-free coefficient. In addition, we study optimal transportation

T

between

m u

and the uniform measure on a bounded convex set

K s u b s e t R^{d}

. We get estimates for the Lipschitz constant of

T

in terms of

d

,

d i a m (K)

and

D V, D^{2} V

.

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