The Hessian measures of a (semi-)convex function can be introduced as coefficients of a local Steiner formula. The investigation of Hessian measures is continued by the provision of a geometric characterization of the support of these measures. Then the Radon-Nikodym derivative and the absolute continuity of Hessian measures with respect to Lebesgue measure are explored. As special cases of the results, known results for surface area measures of convex bodies are recovered.
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