Jensen's Inequality for Generalized Peng's -Expectations and Its Applications

Zhaojun Zong

Abstract and Applied Analysis, 2013, vol. 2013, 1-8

Abstract:

We study Jensen's inequality for generalized Peng's -expectations and give four equivalent conditions on Jensen's inequality for generalized Peng's -expectations without the assumption that the generator is continuous with respect to . This result includes and extends some existing results. Furthermore, we give some applications of Jensen's inequality for generalized Peng's -expectations.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:683047

DOI: 10.1155/2013/683047

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