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Let $\Omega_1,\Omega_2\subset\mathbb{R}^n$ be strictly convex bounded domains, possibly with smooth boundary, and such that $\bar\Omega_1\subset\Omega_2$.

Let $u\colon \bar\Omega_1\to \mathbb{R}$ be a convex continuous function such that $u|_{\partial \Omega_1}=0$. Let $\bar u\colon \Omega_2\to \mathbb{R}$ be its extension by 0. Let $v\colon \Omega_2\to \mathbb{R}$ be the lower convex envelope of $\bar u$, i.e., $$v:=\sup\{f\colon\Omega_2\to \mathbb{R}|\,\, f\text{ is convex}, f\leq \bar u\}.$$

Clearly, $v$ is convex.

Question. Is it true that in $\Omega_2\setminus \bar\Omega_1$ $$\det(\frac{\partial^2v}{\partial x_i\partial x_j})=0,$$ where the left hand side is understood in the generalized (Alexandrov) sense as a measure for not necessarily smooth $v$?

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  • $\begingroup$ Can you explain reasons to believe that this is true? $\endgroup$ Commented Oct 17 at 2:45
  • $\begingroup$ If $v$ is smooth at some point and this determinant is positive, we can cut $v$ by a linear functional and increase $v$. $\endgroup$ Commented Oct 17 at 10:46

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