Refinements of mean-square stochastic integral inequalities on convex stochastic processes

DOI10.1007/S00010-015-0378-7MaRDI QIDQ304019zbMATH OpenOpenAlexFDO

Authors Hamzeh Agahi

Publication date 23 August 2016

Published in Aequationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00010-015-0378-7

zbMATH Keywords

convex stochastic processesHermite-Hadamard inequalitymean-square stochastic integral inequalities

Mathematics Subject Classification ID

Convexity of real functions in one variable, generalizations (26A51) Inequalities for sums, series and integrals (26D15) Stochastic processes (60G99) Stochastic integrals (60H05)

Review text

The author investigates some refined Hermite-Hadamard inequalities for convex stochastic processes, and proposes some new extensions. Furthermore, he discusses the importance of convexity in this class of problems.

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Cites work

• Hermite-Hadamard inequality for convex stochastic processes
• scientific article; zbMATH DE number 47670 (Why is no real title available?)
• On convex stochastic processes
• On some properties of \(J\)-convex stochastic processes
• Remarks on strongly convex stochastic processes
• Stochastic convexity and its applications

Cited in

(8)

• Some stochastic \textit{H H}-divergences in information theory
• On Hermite-Hadamard inequality for \(h\)-convex stochastic processes
• Mean square integral inequalities for generalized convex stochastic processes via beta function
• Stochastic g-fractional integrals and their bounds for convex stochastic processes
• On refinements of neoclassical inequality and its applications to stochastic differential equations and Brownian motion
• Comonotonic stochastic processes and generalized mean-square stochastic integral with applications
• On stochastic pseudo-integrals with applications
• On q-stochastic pseudo integral involving convex stochastic processes

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