RT Journal Article
SR 00
ID 10.1080/17442508208833217
A1 Rockafellar, R.
A1 Wets, R.
T1 On the interchange of subdifferentiation and conditional expectation for convex functionals
JF Stochastics
YR 1982
FD 1982-09-30
VO 7
IS 3
SP 173
OP 182
AB 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.
PB Taylor & Francis
SN 0090-9491
LK https://pure.iiasa.ac.at/id/eprint/13949/