Jensen's inequality for dynamically consistent nonlinear evaluations

MaRDI QIDQ5257531zbMATH OpenFDO

Authors Zhaojun Zong, Xun Zong

Publication date 29 June 2015

zbMATH Keywords

\(g\)-evaluation\(g\)-expectationdynamically consistent nonlinear evaluationJensen's inequality

Mathematics Subject Classification ID

Inequalities for sums, series and integrals (26D15)

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Cited in

(3)

• On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case
• Dynamically consistent nonlinear evaluations with their generating functions in \(L^p\)
• On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations

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