Mathematics – Analysis of PDEs
Scientific paper
2010-03-23
Mathematics
Analysis of PDEs
Scientific paper
The purpose of this note is to show that the solution to the Kantorovich optimal transportation problem is supported on a Lipschitz manifold, provided the cost is $C^{2}$ with non-singular mixed second derivative. We use this result to provide a simple proof that solutions to Monge's optimal transportation problem satisfy a change of variables equation almost everywhere.
McCann Robert J.
Pass Brendan
Warren Micah
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