relation: https://pure.iiasa.ac.at/id/eprint/13949/
title: On the interchange of subdifferentiation and conditional expectation for convex functionals
creator: Rockafellar, R.
creator: Wets, R.
description: 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.
publisher: Taylor & Francis
date: 1982-09-30
type: Article
type: PeerReviewed
identifier:   Rockafellar, R. <https://pure.iiasa.ac.at/view/iiasa/2336.html> & Wets, R. <https://pure.iiasa.ac.at/view/iiasa/2512.html>  (1982).  On the interchange of subdifferentiation and conditional expectation for convex functionals.   Stochastics 7 (3) 173-182. 10.1080/17442508208833217 <https://doi.org/10.1080/17442508208833217>.       
relation: 10.1080/17442508208833217
identifier: 10.1080/17442508208833217
doi: 10.1080/17442508208833217