Jensen's inequality for filtration consistent nonlinear expectation without domination condition
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Cites work
- scientific article; zbMATH DE number 2144817 (Why is no real title available?)
- A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
- A property of \(g\)-expectation
- Ambiguity, Risk, and Asset Returns in Continuous Time
- BSDE with quadratic growth and unbounded terminal value
- Filtration-consistent nonlinear expectations and related g-expectations
- Jensen's inequality for \(g\)-expectation. I
- Jensen's inequality for \(g\)-expectation. II
- Jensen's inequality for backward stochastic differential equations
- On Jensen's inequality for \(g\)-expectation
- Properties of solutions of BSDEs with integrable parameters
- \(L^p\) solutions of backward stochastic differential equations.
Cited in
(5)- Jensen's inequality for g-expectations in general filtration spaces
- Jensen's inequality for dynamically consistent nonlinear evaluations
- Jensen's inequality under nonlinear expectation generated by BSDE with jumps
- On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations
- \(H_{\infty}\) control of coronary artery input time-delay system via the free-matrix-based integral inequality
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