Jensen's inequality under nonlinear expectation generated by BSDE with jumps (Q2300529)
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English | Jensen's inequality under nonlinear expectation generated by BSDE with jumps |
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Jensen's inequality under nonlinear expectation generated by BSDE with jumps (English)
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27 February 2020
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backward stochastic differential equation with jumps
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\(f\)-convexity
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Jensen's inequality
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