Some inequalities and law of large numbers on weighted g-expectation

MaRDI QIDQ2923641zbMATH OpenFDO

Authors Jingjing Mu, Long Jiang

Publication date 3 November 2014

Published in Journal of Jiangsu Normal University. Natural Science Edition (Search for Journal in Brave)

zbMATH Keywords

inequalitylaw of large numbersweighted \(g\)-expectation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

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Cited in

(4)

• Jensen's inequality, moment inequality and law of large numbers for weighted \(g\)-expectation
• Laws of large numbers for \(g\)-probabilities
• A result on the probability measures dominated by g-expectation
• Law of large numbers for Peng \(g\)-expectation

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