On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations
type: Item
instance of: scholarly article
title: On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations
zbMATH Open document ID: 1383.60023
author: Feng Hu
author: Helin Wu
author: Zhaojun Zong
author: Chuancun Yin
published in: Journal of Inequalities and Applications
publication date: 2017-09-26T00:00:00Z
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 37H10
Mathematics Subject Classification ID: 26D10
zbMATH DE Number: 6780183
zbMATH Keywords: dynamically consistent nonlinear evaluation
zbMATH Keywords: \(g\)-evaluation
zbMATH Keywords: \(g\)-expectation
zbMATH Keywords: Jensen inequality
zbMATH Keywords: Hölder inequality
zbMATH Keywords: Minkowski inequality
MaRDI profile type: Publication
full work available at URL: s13660-015-0677-5
OpenAlex ID: W1554475940
Wikidata QID: Q59432215
cites work: Dynamical evaluations
cites work: Dynamically consistent nonlinear evaluations with their generating functions in \(L^p\)
cites work: Adapted solution of a backward stochastic differential equation
cites work: Solution of forward-backward stochastic differential equations
cites work: Backward stochastic differential equations with continuous coefficient
cites work: Backward Stochastic Differential Equations in Finance
cites work: Q4357511
cites work: Q4263364
cites work: \(L^p\) solutions of backward stochastic differential equations.
cites work: Q4761439
cites work: \(L^{p}\) solutions of infinite time interval BSDEs and the corresponding \(g\)-expectations and \(g\)-martingales
cites work: Ambiguity, Risk, and Asset Returns in Continuous Time
cites work: A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
cites work: Filtration consistent nonlinear expectations and evaluations of contingent claims
cites work: On Jensen's inequality for \(g\)-expectation and for nonlinear expectation
cites work: Risk measures via \(g\)-expectations
cites work: Jensen's inequality for \(g\)-expectation. I
cites work: Jensen's inequality for \(g\)-expectation. II
cites work: Filtration-consistent nonlinear expectations and related \(g\)-expectations
cites work: Q4357646
cites work: Jensen's inequality for filtration consistent nonlinear expectation without domination condition
cites work: Generalized Peng's \(g\)-expectations and related properties
cites work: On Jensen's inequality and Hölder's inequality for \(g\)-expectation
cites work: Jensen's inequality for backward stochastic differential equations
cites work: On Jensen's inequality for \(g\)-expectation
cites work: Q4357507
cites work: Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
cites work: Jensen's inequality for generalized Peng's \(g\)-expectations and its applications
cites work: Q3955929
cites work: Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
DOI: 10.1186/S13660-015-0677-5
Recommended article: Q5257531
Recommended article: Q4664104
Recommended article: Jensen, Hölder, Minkowski, Jensen-Steffensen and Slater-Pečarić inequalities derived through \(N\)-quasiconvexity
Recommended article: A generalization of the Hölder inequality through dynamic programming approach
Recommended article: Q5041926
Recommended article: Strengthenings of the Lyapunov, Hölder, and Minkowski inequalities
Recommended article: On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case
Recommended article: Q5707679
Recommended article: Q4205660
Recommended article: Q5086284
description: scientific article