%0 Journal Article
%@ 0090-9491
%A Rockafellar, R.
%A Wets, R.
%D 1982
%F iiasa:13949
%I Taylor & Francis
%J Stochastics
%N 3
%P 173-182
%R 10.1080/17442508208833217
%T On the interchange of subdifferentiation and conditional expectation for convex functionals
%U https://pure.iiasa.ac.at/id/eprint/13949/
%V 7
%X 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.