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

DOI10.1007/S00013-005-1440-9zbMATH Open1082.60051OpenAlexW2061142567MaRDI QIDQ2580945FDOQ2580945

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

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

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