Converse Jensen inequality

DOI10.1216/RMJ-2009-39-6-1905zbMath1180.60017OpenAlexW2052547776MaRDI QIDQ1047545

Patrick J. Fitzsimmons

Publication date: 5 January 2010

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1216/rmj-2009-39-6-1905

zbMATH Keywords

Brownian motionJensen's inequalitySkorokhod stopping

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Brownian motion (60J65) Inequalities for sums, series and integrals (26D15) Convexity of real functions in one variable, generalizations (26A51)

Related Items (1)

Compositions of conditional expectations, Amemiya-Andô conjecture and paradoxes of thermodynamics

Cites Work

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