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Continuity of the Legendre transform of a Lipschitz function
Let $p > 1$, $f$ defined on $L^p(\mathbb{R}^n,\mathbb{R})$, locally Lipschitz and concave, with $f(x) = 0$ when $x \geq 0$ a.e. We define, with $q$ dual to $p$, for any $y\in L^q$ , $g(y) := \sup_{...
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