Jensen's inequality for g-expectation: part 1-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Jensen's inequality for g-expectation: part 1

Published:2003-12 Issue:11 Volume:337 Page:725-730
ISSN:1631-073X
Container-title:Comptes Rendus Mathematique
language:en
Short-container-title:Comptes Rendus Mathematique

Author:

Chen Zengjing,Kulperger Reg,Jiang Long

Publisher

Elsevier BV

Subject

General Mathematics

Reference6 articles.

1. A converse comparison theorem for BSDEs and related properties of g-expectation;Briand;Electron. Comm. Probab.,2000

2. A general downcrossing inequality for g-martingales;Chen;Statist. Probab. Lett.,2000

3. Adapted solution of a backward stochastic differential equation;Pardoux;Systems Control Lett.,1990

4. Backward stochastic differential equations and related g-expectation;Peng,1997

5. A generalized dynamic programming principle and Hamilton–Jacobi–Bellman equation;Peng;Stochastics,1992

Cited by 43 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Existence of relaxed stochastic optimal control for G-SDEs with controlled jumps;Stochastic Analysis and Applications;2021-10-26

2. Jensen’s inequality for g-expectations in general filtration spaces;Statistics & Probability Letters;2021-02

3. Egoroff’s Theorem and Lusin’s Theorem for Capacities in the Framework of g-Expectation;Mathematical Problems in Engineering;2020-03-20

4. Dynkin game under g-expectation in continuous time;Arabian Journal of Mathematics;2020-03-09

5. Jensen’s Inequality Under Nonlinear Expectation Generated by BSDE with Jumps;Acta Mathematicae Applicatae Sinica, English Series;2019-09

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP