On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations
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Publication:2405780
DOI10.1186/s13660-015-0677-5zbMath1383.60023OpenAlexW1554475940WikidataQ59432215 ScholiaQ59432215MaRDI QIDQ2405780
Feng Hu, Helin Wu, Zhaojun Zong, Chuan-Cun Yin
Publication date: 26 September 2017
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-015-0677-5
\(g\)-expectationHölder inequalityJensen inequalityMinkowski inequality\(g\)-evaluationdynamically consistent nonlinear evaluation
Inequalities; stochastic orderings (60E15) Generation, random and stochastic difference and differential equations (37H10) Inequalities involving derivatives and differential and integral operators (26D10)
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