Jensen's inequality for generalized Peng's \(g\)-expectations and its applications (Q370129)
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scientific article; zbMATH DE number 6209399
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jensen's inequality for generalized Peng's \(g\)-expectations and its applications |
scientific article; zbMATH DE number 6209399 |
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Jensen's inequality for generalized Peng's \(g\)-expectations and its applications (English)
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19 September 2013
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Summary: We study Jensen's inequality for generalized Peng's \(g\)-expectations and give four equivalent conditions on Jensen's inequality for generalized Peng's \(g\)-expectations without the assumption that the generator \(g\) is continuous with respect to \(t\). This result includes and extends some existing results. Furthermore, we give some applications of Jensen's inequality for generalized Peng's \(g\)-expectations.
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Jensen's inequality
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Peng's \(g\)-expectations
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