Differentiability of convex measures

被引：4

作者：

Krugova, EP ^{[1
]}

机构：

[1] MOSCOW MV LOMONOSOV STATE UNIV,MOSCOW,RUSSIA

来源：

MATHEMATICAL NOTES | 1995年 / 58卷 / 5-6期

关键词：

D O I：

10.1007/BF02304888

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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.

引用

页码：1294 / 1301

页数：8

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