Jensen's Inequality for Generalized Peng's g-Expectations and Its Applications

被引：1
|
作者：
Zong, Zhaojun [1 ]
机构：
[1] Qufu Normal Univ, Sch Math Sci, Qufu 273165, Shandong, Peoples R China
来源：
ABSTRACT AND APPLIED ANALYSIS | 2013年
基金：
中国国家自然科学基金;
关键词：
STOCHASTIC DIFFERENTIAL-EQUATIONS;
D O I：
10.1155/2013/683047
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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.
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页数：8
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