Some properties of \(g\)-convex functions

DOI10.1007/s11425-013-4603-3zbMath1290.60060MaRDI QIDQ2441132

Xiaojuan Li

Publication date: 21 March 2014

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-013-4603-3

zbMATH Keywords

Jensen's inequality; \(g\)-expectation; backward stochastic differential equation; \(g\)-convexity

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

Related Items

A note on \(g\)-concave function

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