On Jensen's inequality for \(g\)-expectation and for nonlinear expectation (Q2580945)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2245400
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On Jensen's inequality for \(g\)-expectation and for nonlinear expectation |
scientific article; zbMATH DE number 2245400 |
Statements
On Jensen's inequality for \(g\)-expectation and for nonlinear expectation (English)
0 references
10 January 2006
0 references
Necessary and sufficient conditions are given for Jensen's inequality to hold in the language of Peng's \(g\)-expectation, as well as for `filtration-consistent' (i.e., nonlinear) expectations.
0 references
0.9731249
0 references
0.9591103
0 references
0.9544324
0 references
0.9537642
0 references
0.9527294
0 references
0.9443574
0 references
0.93998635
0 references
0.9362601
0 references
0.9254188
0 references
