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We say that a stochastic process \\(X: I\\times \\Omega \\rightarrow \\mathbb{R}\\) is strongly convex with modulus \\(C(\\cdot )>0\\) if the inequality  \\[ X(\\lambda u +(1-\\lambda)v, \\cdot ) \\leq \\lambda X(u,\\cdot ) +(1-\\lambda)X(v,\\cdot)-C(\\cdot)\\lambda (1-\\lambda)(u-v)^2 \\qquad \\text{(a.e.)} \\]  is satisfied for all \\(\\lambda \\in [0,1]\\) and \\(u,v \\in I\\). If the above inequality is assumed only for \\(\\lambda =\\frac 12\\), then the process \\(X\\) is called strongly Jensen-convex (or strongly midconvex) with modulus \\(C(\\cdot )\\). If the above inequality holds for a fixed number \\(\\lambda \\in (0,1)\\), then we say that the process \\(X\\) is strongly \\(\\lambda\\)-convex with modulus \\(C(\\cdot)\\).  The main subject of this paper is to extend some well-known results (such as the Jensen and Hermite-Hadamard inequalites) concerning convex functions to strongly convex stochastic processes. The Jensen-type theorem and Hermite-Hadamard-type theorem for strongly convex stochastic processes are given below.  Theorem 1. Let \\(X: I\\times \\Omega \\rightarrow \\mathbb{R}\\) be a strongly convex stochastic process with modulus \\(C(\\cdot )\\). Then  \\[  X\\left( \\sum_{i=1}^n \\lambda_i t_i, \\cdot \\right) \\leq \\sum_{i=1}^n \\lambda_i X(t_i, \\cdot) -C(\\cdot) \\sum_{i=1}^n \\lambda_i (t_i-\\overline{t})^2 \\qquad \\text{(a.e.)} \\]  for all \\(t_1, \\dots , t_n \\in I\\), \\(\\lambda_1, \\dots , \\lambda_n >0\\), such that \\(\\lambda_1 + \\cdots +\\lambda_n=1\\) and \\(\\overline{t}=\\lambda_1 t_1 + \\cdots +\\lambda_n t_n\\).  Theorem 2. Let \\(X: I\\times \\Omega \\rightarrow \\mathbb{R}\\) be a stochastic process which is strongly Jensen-convex with modulus \\(C(\\cdot )\\) and mean-square continuous in the interval \\(I\\). Then, for any \\(u,v \\in I\\), we have  \\[ \\begin{multlined} X\\left( \\frac{u+v}{2}, \\cdot \\right) +C(\\cdot) \\frac{(v-u)^2}{12} \\\\ \\leq \\frac{1}{v-u} \\int_u^v X(t, \\cdot ) dt \\leq \\frac{X(u, \\cdot )+X(v, \\cdot)}{2} -C(\\cdot) \\frac{(u-v)^2}{6} \\qquad \\text{(a.e.)}. \\end{multlined} \\]  Furthermore, the following properties are also proved:  (i) If \\(X\\) is a strongly \\(\\lambda\\)-convex stochastic process with modulus \\(C(\\cdot )\\), then \\(X\\) is Jensen-convex with modulus \\(C(\\cdot )\\).  (ii) If \\(X\\) is a strongly Jensen-convex stochastic process with modulus \\(C(\\cdot )\\) and \\(\\operatorname P\\)-upper bounded on the interval \\((a,b) \\subset I\\), then it is continuous in the interval \\(I\\).  (iii) Let \\(I\\) be an open interval. A strongly Jensen-convex stochastic process \\(X\\) with modulus \\(C(\\cdot )\\) is continuous if and only if it is strongly convex with modulus 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