On Sobolev regularity of mass transport and transportation inequalities

We study Sobolev a priori estimates for the optimal transportation $T = \nabla Φ$ between probability measures $μ=e^{-V} \ dx$ and $ν=e^{-W} \ dx$ on $\R^d$. Assuming uniform convexity of the potential $W$ we show that $\int \| D^2 Φ\|^2_{HS} \ dμ$, where $\|\cdot\|_{HS}$ is the Hilbert-Schmidt norm, is controlled by the Fisher information of $μ$. In addition, we prove similar estimate for the $L^p(μ)$-norms of $\|D^2 Φ\|$ 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.

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