A convex Lipschitz integrand with constant L is a convex function on the nonnegative reals vanishing at zero that is nondecreasing and Lipschitz with constant L.
In the setting of The Real Numbers: Standing Notation and Background, write for the set of nonnegative real numbers; for and real with the number lies in , as a sum of products of nonnegative reals. Let be nonnegative.
(Convex Lipschitz integrand)¶ A convex Lipschitz integrand with constant is a function with such that, for all and every real with ,
and, whenever ,
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