On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations (Q2405780)
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scientific article; zbMATH DE number 6780183
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| English | On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations |
scientific article; zbMATH DE number 6780183 |
Statements
On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations (English)
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26 September 2017
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dynamically consistent nonlinear evaluation
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\(g\)-evaluation
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\(g\)-expectation
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Jensen inequality
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Hölder inequality
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Minkowski inequality
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0.9504375
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0.85923123
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0.8528775
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0.85270107
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0.8519898
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0.85075694
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