This article is cited 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

 English version: Mathematical Notes, 1995, 58:6, 1294–1301

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