Jensen's Inequality for Generalized Peng's g-Expectations and Its Applications
Author
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-03-12
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
We study Jensen's inequality for generalized Peng's g-expectations and give four equivalent conditions on Jensen's inequality for generalized Peng's g-expectations without the assumption that the generator g is continuous with respect to t.
This result includes and extends some existing results.
Furthermore, we give some applications of Jensen's inequality for generalized Peng's g-expectations.
American Psychological Association (APA)
Zong, Zhaojun. 2013. Jensen's Inequality for Generalized Peng's g-Expectations and Its Applications. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-490218
Modern Language Association (MLA)
Zong, Zhaojun. Jensen's Inequality for Generalized Peng's g-Expectations and Its Applications. Abstract and Applied Analysis No. 2013 (2013), pp.1-8.
https://search.emarefa.net/detail/BIM-490218
American Medical Association (AMA)
Zong, Zhaojun. Jensen's Inequality for Generalized Peng's g-Expectations and Its Applications. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-490218
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-490218
