Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767)
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scientific article; zbMATH DE number 5691948
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| English | Jensen's inequality for \(g\)-convex function under \(g\)-expectation |
scientific article; zbMATH DE number 5691948 |
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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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0.884657621383667
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0.8820128440856934
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0.8795046210289001
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0.8751868009567261
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0.8552947044372559
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