Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jensen's inequality for \(g\)-convex function under \(g\)-expectation |
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Jensen's inequality for \(g\)-convex function under \(g\)-expectation (English)
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12 April 2010
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\(g\)-convex
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\(g\)-expectation
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\(g\)-concave functions
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\(g\)-affine functions
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backward stochastic viability
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