We study the properties of integral functionals induced on L1E (S,μ) by closed convex functions on a Euclidean space E. We give sufficient conditions for such integral functions to be strongly rotund (well-posed). We show that in this generality functions such as the Boltzmann-Shannon entropy and the Fermi-Dirac entropy are strongly rotund. We also study convergence in measure and give various limiting counterexample.

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J. M. Borwein, L. Yao. “Legendre-Type Integrands and Convex Integral Functions.” Journal of Convex Analysis 21 (2014), No. 1, 261–288.