Jensen's inequality for backward stochastic differential equations
type: Item
instance of: scholarly article
title: Jensen's inequality for backward stochastic differential equations
zbMATH Open document ID: 1109.60042
author: Long Jiang
published in: Chinese Annals of Mathematics. Series B
publication date: 2007-02-15T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 5127380
MaRDI profile type: Publication
full work available at URL: s11401-005-0077-0
OpenAlex ID: W2082828702
cites work: Q4357507
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cites work: On Jensen's inequality for \(g\)-expectation
cites work: A property of \(g\)-expectation
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DOI: 10.1007/S11401-005-0077-0
description: scientific article; zbMATH DE number 5127380