Jensen's inequality for g-expectation. I
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Cites work
- scientific article; zbMATH DE number 1066320 (Why is no real title available?)
- scientific article; zbMATH DE number 3344968 (Why is no real title available?)
- A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
- A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
- A general downcrossing inequality for \(g\)-martingales
- Adapted solution of a backward stochastic differential equation
Cited in
(45)- A necessary and sufficient condition for probability measures dominated by \(g\)-expectation
- Jensen's inequality for \(g\)-expectation on semi-positive definite (semi-negative definite) bivariate function
- A note on Jensen's inequality for BSDEs
- Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes
- Jensen's inequality for \(g\)-expectation. II
- Some properties of \(g\)-convex functions
- Jensen's inequality for filtration consistent nonlinear expectation without domination condition
- Jensen's inequality for \(g\)-convex function under \(g\)-expectation
- Jensen's inequality for \(g\)-expectation
- A result on the probability measures dominated by \(g\)-expectation
- Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion
- On Jensen's inequality and Hölder's inequality for \(g\)-expectation
- The application of multi-dimensional Jensen's inequality for \(G\)-martingale
- Lenglart domination inequalities for \(g\)-expectations
- Existence of relaxed stochastic optimal control for G-SDEs with controlled jumps
- Jensen's inequality for \(g\)-expectations in general filtration spaces
- A limit theorem for solutions to BSDEs in the space of processes
- Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation
- A note on \(g\)-concave function
- Jensen's inequality for generalized Peng's \(g\)-expectations and its applications
- Quadratic \(g\)-convexity, \(C\)-convexity and their relationships
- Generalized Peng's \(g\)-expectations and related properties
- Jensen's inequality for conditional expectations in Banach spaces
- Dynkin game under \(g\)-expectation in continuous time
- Dynamically consistent nonlinear evaluations with their generating functions in \(L^p\)
- Jensen's inequality, moment inequality and law of large numbers for weighted \(g\)-expectation
- Maximal inequalities for \(g\)-martingales
- Egoroff's theorem and Lusin's theorem for capacities in the framework of \(g\)-expectation
- Law of large numbers under the nonlinear expectation
- Jensen's inequality for backward stochastic differential equations
- Properties of \(G\)-convex function in the framework of \(G\)-expectations
- On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations
- A note on \(g\)-expectation with comonotonic additivity
- A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions
- \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications
- Representation theorems for generators of backward stochastic differential equations and their applications
- Towards quantifying the impact of randomly occurred attacks on a class of networked control systems
- A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes
- Jensen's inequality under nonlinear expectation generated by BSDE with jumps
- On Jensen's inequality for \(g\)-expectation and for nonlinear expectation
- Properties of solution of fractional backward stochastic differential equation
- scientific article; zbMATH DE number 2246272 (Why is no real title available?)
- On Jensen's inequality for \(g\)-expectation
- Jensen inequality for superlinear expectations
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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