Jensen's inequality for generalized Peng's \(g\)-expectations and its applications (Q370129): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
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. | |||
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 | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60E15 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G99 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H10 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6209399 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Jensen's inequality | |||
Property / zbMATH Keywords: Jensen's inequality / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Peng's \(g\)-expectations | |||
Property / zbMATH Keywords: Peng's \(g\)-expectations / rank | |||
Normal rank |
Revision as of 12:36, 28 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Jensen's inequality for generalized Peng's \(g\)-expectations and its applications |
scientific article |
Statements
Jensen's inequality for generalized Peng's \(g\)-expectations and its applications (English)
0 references
19 September 2013
0 references
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.
0 references
Jensen's inequality
0 references
Peng's \(g\)-expectations
0 references