Jensen's inequality for g-expectation: part 1

By Zengjing Chen, R. Kulperger, Long Jiang. 2003

63 citations recorded by the source corpus.

Subfields: Applied Mathematics

View Paper: https://www.semanticscholar.org/paper/9fb3a144a6300f394fb85226f99854ea8434dca9

Citations in the corpus

• Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation (2006, unknown): “Since then many results have been obtained in this subject (see, among others, [3], [4], [5], [6], [10], [11], [7], [8], [24], [25], [35], [38], [39], [41], [45]).”
• G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type (2006, unknown): “Since then many results have been obtained in this subject (see, among others, [3], [4], [5], [6], [10], [11], [7], [8], [22], [23], [34], [38], [39], [41], [43], [24]).”