Differentiating Random Upper Semicontinuous Functions Under the Integral Sign

• Autores: Luis José Rodríguez Muñiz, María Angeles Gil Alvarez, Miguel López Díaz
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 12, Nº. 1, 2003, págs. 241-258
• Idioma: inglés
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• Resumen

  • In this paper we analyze sufficient conditions to guarantee the differentiability under the integral sign of a certain class of random upper semicontinuous functions depending on a real-valued parameter. Several concepts of differential for this mappings are considered: the Frèchet differentiability of the support function, the pi-differentiability, the De Blasi differentiability, and the s-differentiability.