Jensen Inequality of Bivariate Function in the G-Expectation Framework
Open Access
- 1 January 2020
- journal article
- Published by Scientific Research Publishing, Inc. in Journal of Mathematical Finance
- Vol. 10 (01), 35-41
- https://doi.org/10.4236/jmf.2020.101004
Abstract
In the G-expectation framework, Wang [1] first obtained the Jensen inequality of one-dimensional function. In this paper, under some stronger conditions, we obtain the Jensen inequality of bivariate function based on Wang’s proof method. And we give some examples to illustrate the application of Jensen inequality of bivariate function.Keywords
This publication has 1 reference indexed in Scilit:
- ON JENSEN'S INEQUALITY FOR g-EXPECTATIONChinese Annals of Mathematics, Series B, 2004