Jensen's inequality for \(g\)-expectation. I (Q1420171): Difference between revisions

@@ Property / author @@
-Zeng-Jing Chen
@@ Property / author: Zeng-Jing Chen / rank @@
-Normal rank
@@ Property / author @@
-Reg J. Kulperger
@@ Property / author: Reg J. Kulperger / rank @@
-Normal rank
@@ Property / author @@
+Zeng-Jing Chen
@@ Property / author: Zeng-Jing Chen / rank @@
+Normal rank
@@ Property / author @@
+Reg J. Kulperger
@@ Property / author: Reg J. Kulperger / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.crma.2003.09.017
+Normal rank
@@ Property / OpenAlex ID @@
+W1980174714
@@ Property / OpenAlex ID: W1980174714 / rank @@
+Normal rank
@@ Property / cites work @@
+A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
+Normal rank
@@ Property / cites work @@
+A general downcrossing inequality for \(g\)-martingales
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Q4357507
@@ Property / cites work: Q4357507 / rank @@
+Normal rank
@@ Property / cites work @@
+A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
+Normal rank
@@ Property / cites work @@
+Q5620934
@@ Property / cites work: Q5620934 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1420171