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Summary: We study Jensen's inequality for generalized Peng's \(g\)-expectations and give four equivalent conditions on Jensen's inequality for generalized Peng's \(g\)-expectations without the assumption that the generator \(g\) is continuous with respect to \(t\). This result includes and extends some existing results. Furthermore, we give some applications of Jensen's inequality for generalized Peng's \(g\)-expectations.
Property / review text: Summary: We study Jensen's inequality for generalized Peng's \(g\)-expectations and give four equivalent conditions on Jensen's inequality for generalized Peng's \(g\)-expectations without the assumption that the generator \(g\) is continuous with respect to \(t\). This result includes and extends some existing results. Furthermore, we give some applications of Jensen's inequality for generalized Peng's \(g\)-expectations. / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60E15 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60G99 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H10 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6209399 / rank
 
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Property / zbMATH Keywords
 
Jensen's inequality
Property / zbMATH Keywords: Jensen's inequality / rank
 
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Property / zbMATH Keywords
 
Peng's \(g\)-expectations
Property / zbMATH Keywords: Peng's \(g\)-expectations / rank
 
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Property / Wikidata QID: Q58916609 / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1155/2013/683047 / rank
 
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Property / OpenAlex ID: W2040480880 / rank
 
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Latest revision as of 21:04, 6 July 2024

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Jensen's inequality for generalized Peng's \(g\)-expectations and its applications
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    Jensen's inequality for generalized Peng's \(g\)-expectations and its applications (English)
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    19 September 2013
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    Summary: We study Jensen's inequality for generalized Peng's \(g\)-expectations and give four equivalent conditions on Jensen's inequality for generalized Peng's \(g\)-expectations without the assumption that the generator \(g\) is continuous with respect to \(t\). This result includes and extends some existing results. Furthermore, we give some applications of Jensen's inequality for generalized Peng's \(g\)-expectations.
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    Jensen's inequality
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    Peng's \(g\)-expectations
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