Jensen’s inequality for \(g\)-expectation. II. (English. Abridged French version) Zbl 1031.60015
Summary: In part I (see above) the authors 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.
MSC:
| 60E15 | Inequalities; stochastic orderings |
Citations:
Zbl 1031.60014References:
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