@article{iiasa13949,
          volume = {7},
          number = {3},
           month = {September},
           title = {On the interchange of subdifferentiation and conditional expectation for convex functionals},
       publisher = {Taylor \& Francis},
            year = {1982},
         journal = {Stochastics},
             doi = {10.1080/17442508208833217},
           pages = {173--182},
             url = {https://pure.iiasa.ac.at/id/eprint/13949/},
            issn = {0090-9491},
        abstract = {We show that the operators Eg(conditional expectation given a {\ensuremath{\sigma}}-field g) and {$\partial$} (subdifferentiation), when applied to a normal convex integrand ? commute if the effective domain multifunction ?{$\rightarrow$}\{x?Rnf({\ensuremath{\omega}},x){\ensuremath{<}}+{$\infty$} is g-measurable.},
          author = {Rockafellar, R. and Wets, R.}
}