Jensen's inequality for \(g\)-expectation on semi-positive definite (semi-negative definite) bivariate function (Q3609261)
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scientific article; zbMATH DE number 5524210
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| English | Jensen's inequality for \(g\)-expectation on semi-positive definite (semi-negative definite) bivariate function |
scientific article; zbMATH DE number 5524210 |
Statements
6 March 2009
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backward stochastic differential equation
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Jensen's inequality
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\( g\)-expectation
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conditional \(g\)-expectation
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comparison theorem
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0.9130985736846924
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0.9029795527458192
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0.8973398804664612
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0.8970140218734741
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0.8955776691436768
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