On second-order derivatives of convex functions on infinite-dimensional spaces with measures (Q2455314): Difference between revisions

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On second-order derivatives of convex functions on infinite-dimensional spaces with measures
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    On second-order derivatives of convex functions on infinite-dimensional spaces with measures (English)
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    22 October 2007
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    This article announces a few results concerning the search for infinite-dimensional analogs of the Alexandrov theorem on the twice-differentiability of convex functions. Since no immediate abstraction is possible in the Hilbert space setting, the authors consider convexity mainly along the straight lines of the same direction. Several estimates of the first and second derivatives are announced in the case of \(L^2(\mu)\) with \(\mu\) a centered Gaussian measure. The proofs will appear elsewhere.
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    Radon measure
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    Alexandrov differentiability theorem
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