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Revision as of 11:12, 21 March 2024

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On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations
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    On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations (English)
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    26 September 2017
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    dynamically consistent nonlinear evaluation
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    \(g\)-evaluation
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    \(g\)-expectation
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    Jensen inequality
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    Hölder inequality
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    Minkowski inequality
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