Refinements of mean-square stochastic integral inequalities on convex stochastic processes

被引：7
|
作者：
Agahi, Hamzeh [1 ]
机构：
[1] Babol Univ Technol, Fac Basic Sci, Dept Math, Babol Sar, Iran
来源：
AEQUATIONES MATHEMATICAE | 2016年 / 90卷 / 04期
关键词：
Convex stochastic process; Hermite-Hadamard inequality; Integration of stochastic processes;
D O I：
10.1007/s00010-015-0378-7
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Recently, in the class of convex stochastic processes, Kotrys (Aequat Math 83:143-151, 2012; Aequat Math 86:91-98, 2013) proposed upper and lower bounds of mean-square stochastic integrals by using Hermite-Hadamard inequality. This paper shows that these bounds can be refined. Our results extend and refine the corresponding ones in the literature. Finally, an open problem for further investigations is given.
引用
收藏
页码：765 / 772
页数：8
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