eprintid: 13949
rev_number: 7
eprint_status: archive
userid: 5
dir: disk0/00/01/39/49
datestamp: 2016-11-16 14:14:01
lastmod: 2021-08-27 17:28:01
status_changed: 2016-11-16 14:14:01
type: article
metadata_visibility: show
item_issues_count: 2
creators_name: Rockafellar, R.
creators_name: Wets, R.
creators_id: AL0338
creators_id: AL1370
title: On the interchange of subdifferentiation and conditional expectation for convex functionals
ispublished: pub
divisions: prog_sds
abstract: 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.
date: 1982-09-30
date_type: published
publisher: Taylor & Francis
id_number: 10.1080/17442508208833217
creators_browse_id: 2336
creators_browse_id: 2512
full_text_status: none
publication: Stochastics
volume: 7
number: 3
pagerange: 173-182
refereed: TRUE
issn: 0090-9491
coversheets_dirty: FALSE
fp7_type: info:eu-repo/semantics/article
citation:   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>.