Jensen's inequality for \(g\)-expectations in general filtration spaces (Q826705)
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scientific article; zbMATH DE number 7290509
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| English | Jensen's inequality for \(g\)-expectations in general filtration spaces |
scientific article; zbMATH DE number 7290509 |
Statements
Jensen's inequality for \(g\)-expectations in general filtration spaces (English)
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6 January 2021
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Jensen's inequality
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\(g\)-expectation
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filtration
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backward stochastic differential equation
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0.8704698085784912
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0.8616053462028503
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0.8554204702377319
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0.8517643809318542
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0.8390461206436157
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