Weak Differentiability of Product Measures

DOI10.1287/MOOR.1090.0422MaRDI QIDQ3169081zbMATH OpenOpenAlexFDO

Authors Haralambie Leahu, Bernd Heidergott

Publication date 27 April 2011

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://research.vu.nl/ws/files/2772884/weakdifferentiability.pdf

zbMATH Keywords

gradient estimationTaylor series approximationsweak derivatives

Mathematics Subject Classification ID

Abstract differentiation theory, differentiation of set functions (28A15) Probabilistic measure theory (60A10)

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