Hold them off.

The American looks at you like you're insane. "They're animals!" he protests. "Look what they did to me!". He nods towards his hideous wound.

The two thugs stop running and start to walk, huge, yellow-teeth grins on their faces. "Hand it over", the larger one grunts, then delivers a sudden kick to the American's injured thigh that twists him to the ground.

You can:

Hand it over. They're obviously the rightful owners.

Stand your ground and fight the hoods.

Wait until the doors start to close then jump on the train taking the painting with you.

Wait until the doors start to close then jump on the train leaving the painting on the platform.