Jensen's inequality for \(g\)-expectation. II
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Publication:1420191
DOI10.1016/J.CRMA.2003.09.037zbMath1031.60015OpenAlexW2916575085MaRDI QIDQ1420191
Long Jiang, Zeng-Jing Chen, Reg J. Kulperger
Publication date: 28 January 2004
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2003.09.037
Related Items (20)
Jensen's inequality for \(g\)-expectations in general filtration spaces ⋮ A result on the probability measures dominated by \(g\)-expectation ⋮ Generalized Peng's \(g\)-expectations and related properties ⋮ \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications ⋮ Jensen's inequality for backward stochastic differential equations ⋮ Jensen's inequality for generalized Peng's \(g\)-expectations and its applications ⋮ On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations ⋮ Dynamically consistent nonlinear evaluations with their generating functions in \(L^p\) ⋮ \(g\)-variance ⋮ The application of multi-dimensional Jensen’s inequality for G-martingale ⋮ Jensen's inequality for filtration consistent nonlinear expectation without domination condition ⋮ Properties of solution of fractional backward stochastic differential equation ⋮ Risk measures via \(g\)-expectations ⋮ Stochastic ordering by \(g\)-expectations ⋮ A necessary and sufficient condition for probability measures dominated by \(g\)-expectation ⋮ Maximal inequalities for \(g\)-martingales ⋮ Law of large numbers under the nonlinear expectation ⋮ Jensen inequality for superlinear expectations ⋮ A note on Jensen's inequality for BSDEs ⋮ Representation theorems for generators of backward stochastic differential equations and their applications
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