Etude des marchés d'assurance non-vie à l'aide d'équilibres de ...

tel-00703797, version 2 - 7 Jun 2012
BIBLIOGRAPHY
If the integral limits as b tends to infinity exist, one can consider the indefinite integral
version +∞
+∞
g(t)df(t) = lim g(b)f(b) − g(a)f(a) −
b→+∞
f(t)dg(t).
Rademacher theorem
a
For a proof of this theorem, see e.g. Clarke and Bessis (1999).
Theorem. Let f : R n ↦→ R be a locally Lipschitz function. Then f is almost everywhere
differentiable.
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a
211