基于加权g-期望的Jensen不等式,矩不等式与大数定律

DOI10.6040/J.ISSN.1671-9352.0.2016.312zbMATH Open1374.60016OpenAlexW2515769057MaRDI QIDQ2984678

Long Jiang, Min Chen

Publication date: 17 May 2017

Full work available at URL: http://lxbwk.njournal.sdu.edu.cn/CN/10.6040/j.issn.1671-9352.0.2016.312

zbMATH Keywords

law of large numbersJensen's inequalitymoment inequalityweighted \(g\)-expectation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

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