Proof. [01B5]
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Proof.
That is nondecreasing, concave and satisfies follows formally from Proposition 6.1 (using that is convex and invariant under addition of a constant).
Upper semicontinuity is also a direct consequence of these algebraic properties of and of Theorem 2.10. Indeed, pick and such that . We need to show that for in a neighborhood of in . By definition, there exists such that and for some . By Theorem 2.10, is an open neighborhood of in . By (6.2) we have for all , which proves upper semicontinuity.
Finally, being usc and nondecreasing, is automatically continuous along decreasing nets. ∎