Second derivatives of convex functions in the sense of A. D. Aleksandrov on infinite-dimensional spaces with measure

被引:0
作者
V. I. Bogachev
B. Goldys
机构
[1] M. V. Lomonosov Moscow State University,
[2] University of New South Wales,undefined
来源
Mathematical Notes | 2006年 / 79卷
关键词
convex function; second derivative; differentiable measure; Gaussian measure; Borel measure; Radon measure; Skorokhod derivative;
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学科分类号
摘要
We consider convex functions on infinite-dimensional spaces equipped with measures. Our main results give some estimates of the first and second derivatives of a convex function, where second derivatives are considered from two different points of view: as point functions and as measures.
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页码:454 / 467
页数:13
相关论文
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