Jensen's inequality under nonlinear expectation generated by BSDE with jumps (Q2300529)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Jensen's inequality under nonlinear expectation generated by BSDE with jumps
scientific article

    Statements

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

    Identifiers