On Jensen's inequality for g-expectation

Chinese Annals of Mathematics. Series B

Volumn 25, Issue 3, 2004, Pages 401-412

  Jiang, Long ^a,b   Chen, Zengjing ^a  

^a SHANDONG UNIVERSITY   (China)

^b CHINA UNIVERSITY OF MINING AND TECHNOLOGY   (China)

Author keywords

Backward stochastic differential equation; Comparison theorem; Conditional g expectation; g expectation; Jensen's inequality

Indexed keywords

EID: 4444222379     PISSN: 02529599     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0252959904000378     Document Type: Article

References (8)

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