Jensen inequality for superlinear expectations

DOI10.1016/j.spl.2019.03.006zbMath1459.60050OpenAlexW2934411391MaRDI QIDQ2322629

Qian Lin

Publication date: 5 September 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.03.006

zbMATH Keywords

Jensen inequality\(G\)-expectationsuperlinear expectations

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (8)

Bounds for the Jensen gap in terms of power means with applications ⋮ Refinements of Jensen's and McShane's inequalities with applications ⋮ A refinement of the integral Jensen inequality pertaining certain functions with applications ⋮ New conticrete inequalities of the Hermite-Hadamard-Jensen-Mercer type in terms of generalized conformable fractional operators via majorization ⋮ A new approach for the derivation of bounds for the Jensen difference ⋮ New improvements of Jensen's type inequalities via 4-convex functions with applications ⋮ Some improvements of Jensen's inequality via 4-convexity and applications ⋮ A new bound for the Jensen gap pertaining twice differentiable functions with applications

Cites Work

• Unnamed Item
• On Jensen's inequality and Hölder's inequality for \(g\)-expectation
• Jensen's inequality for \(g\)-expectation. I
• Jensen's inequality for \(g\)-expectation. II
• On pathwise stochastic integration
• On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• On Jensen's inequality for \(g\)-expectation and for nonlinear expectation

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