%A R. Rockafellar
%A R. Wets
%J Stochastics
%T On the interchange of subdifferentiation and conditional expectation for convex functionals
%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.
%N 3
%P 173-182
%V 7
%D 1982
%I Taylor & Francis
%R 10.1080/17442508208833217
%L iiasa13949