On Jensen's inequality for \(g\)-expectation
type: Item
instance of: scholarly article
title: On Jensen's inequality for \(g\)-expectation
zbMATH Open document ID: 1062.60057
DOI: 10.1142/S0252959904000378
author: Long Jiang
author: Zengjing Chen
published in: Chinese Annals of Mathematics. Series B
publication date: 2005-03-07T00:00:00Z
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 2141320
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: conditional \(g\)-expectation
zbMATH Keywords: comparison theorem
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 2141320