A Brenier-Strassen Theorem on CAT(kappa) Spaces

We extend the Brenier-Strassen theorem about projections in convex order to non-flat spaces with curvature bounded from above.

Precisely, for probability measures $\mu$, $\nu$ of finite second moment on a complete separable CAT(0) space, we prove that $\mu$ admits a unique W 2 -projection \bar{\mu} to the set of probability measures dominated by $\nu$ in convex order.

Moreover, the unique optimal coupling from $\mu$ to \bar{\mu} is induced by a 1-Lipschitz map, without any absolute-continuity assumption on $\mu$.

Our proof identifies the projection problem with a weak optimal transport problem whose cost is the squared distance to the set of convex means.

We also establish a localized version on CAT(kappa) spaces with kappa \geq 0, where the optimal map is 1/2-H{ö}lder continuous.

Finally, we give a Strassen-type characterization of one-step barycentric martingales on proper CAT(0) spaces.