Jensen's inequality under nonlinear expectation generated by BSDE with jumps (Q2300529)
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scientific article; zbMATH DE number 7175382
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| English | Jensen's inequality under nonlinear expectation generated by BSDE with jumps |
scientific article; zbMATH DE number 7175382 |
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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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0.9378471
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0.9055864
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0.9038161
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0.90110475
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0.8970642
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0.8946061
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0.88631344
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0.8822559
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0.8807197
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