Some properties of \(g\)-convex functions (Q2441132)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some properties of \(g\)-convex functions |
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Some properties of \(g\)-convex functions (English)
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21 March 2014
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backward stochastic differential equation
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Jensen's inequality
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\(g\)-expectation
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\(g\)-convexity
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