Jensen's inequality for \(g\)-expectation. II
type: Item
instance of: scholarly article
title: Jensen's inequality for \(g\)-expectation. II
zbMATH Open document ID: 1031.60015
author: Long Jiang
author: Zengjing Chen
author: Reg J. Kulperger
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2004-01-28T00:00:00Z
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 2034228
MaRDI profile type: Publication
full work available at URL: j.crma.2003.09.037
OpenAlex ID: W2916575085
cites work: Infinite dimensional analysis. A hitchhiker's guide
cites work: A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
cites work: Jensen's inequality for \(g\)-expectation. I
cites work: Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
cites work: Q4357507
cites work: Q4226355
DOI: 10.1016/J.CRMA.2003.09.037
description: scientific article; zbMATH DE number 2034228