On Jensen's inequality for \(g\)-expectation and for nonlinear expectation

DOI10.1007/s00013-005-1440-9zbMath1082.60051OpenAlexW2061142567MaRDI QIDQ2580945

Ying Hu

Publication date: 10 January 2006

Published in: Archiv der Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00013-005-1440-9

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (19)

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