research article review
oaioai:pure.iiasa.ac.at:13949

On the interchange of subdifferentiation and conditional expectation for convex functionals

Authors
Publication date
30 September 1982
Publisher
Taylor & Francis
Doi

    Abstract

    We show that the operators Eg(conditional expectation given a σ-field g) and ∂ (subdifferentiation), when applied to a normal convex integrand ƒ commute if the effective domain multifunction Ω→{x∊Rnf(ω,x)<+∞ is g-measurable

    Similar works

    Full text

    thumbnail-image

    International Institute for Applied Systems Analysis (IIASA)

    redirect
    oaioai:pure.iiasa.ac.at:13949
    Last time updated on 09/03/2017

    This paper was published in International Institute for Applied Systems Analysis (IIASA).

    Having an issue?

    Is data on this page outdated, violates copyrights or anything else? Report the problem now and we will take corresponding actions after reviewing your request.