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This article is cited in 5 scientific papers (total in 5 papers)
Differentiability of convex measures
E. P. Krugova
Abstract:
In this paper we consider convex measures on finite-dimensional spaces. We prove the differentiability of convex measures in the Skorokhod sense (and under some natural conditions, in the Fomin sense also). Simultaneously we give some additional results on differentiability of convex measures.
Received: 09.11.1994
Citation:
E. P. Krugova, “Differentiability of convex measures”, Mat. Zametki, 58:6 (1995), 862–871; Math. Notes, 58:6 (1995), 1294–1301
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https://www.mathnet.ru/eng/mzm2105 https://www.mathnet.ru/eng/mzm/v58/i6/p862
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Abstract page: | 437 | Full-text PDF : | 124 | References: | 68 | First page: | 1 |
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