Jensen's inequality for \(g\)-expectations in general filtration spaces
type: Item
instance of: scholarly article
title: Jensen's inequality for \(g\)-expectations in general filtration spaces
zbMATH Open document ID: 1455.60072
author: Wenjie Song
author: Panyu Wu
author: Guo-Dong Zhang
published in: Statistics \& Probability Letters
publication date: 2021-01-06T00:00:00Z
Mathematics Subject Classification ID: 60G65
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 7290509
zbMATH Keywords: Jensen's inequality
zbMATH Keywords: \(g\)-expectation
zbMATH Keywords: filtration
zbMATH Keywords: backward stochastic differential equation
MaRDI profile type: Publication
full work available at URL: j.spl.2020.108958
OpenAlex ID: W3092123851
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DOI: 10.1016/J.SPL.2020.108958
description: scientific article; zbMATH DE number 7290509