Jensen's inequality for g-expectation, Part 2

被引：21
|
作者：
Chen, ZJ [1 ]
Kulperger, R
Jiang, L
机构：
[1] Shandong Univ, Dept Math, Jinan 250100, Peoples R China
[2] Univ Western Ontario, Dept Stat & Actuarial Sci, London, ON, Canada
来源：
COMPTES RENDUS MATHEMATIQUE | 2003年 / 337卷 / 12期
关键词：
D O I：
10.1016/j.crma.2003.09.037
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Chen et al. (C.R. Acad. Sci. Paris, Ser. 1337 (11) (2003)) studied a Jensen's inequality for g-expectation under the assumption that g does not depend on (t,y). In this Note we consider some applications of this inequality.
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页码：797 / 800
页数：4
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