On Jensen's inequality for g-expectation and for nonlinear expectation

DOI10.1007/S00013-005-1440-9MaRDI QIDQ2580945zbMATH OpenOpenAlexFDO

Authors Ying Hu

Publication date 10 January 2006

Published in Archiv der Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00013-005-1440-9

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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