Jensen Inequality of Bivariate Function in the G-Expectation Framework

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DOI: 10.4236/jmf.2020.101004    579 Downloads   1,396 Views  
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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.

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Feng, L. (2020) Jensen Inequality of Bivariate Function in the G-Expectation Framework. Journal of Mathematical Finance, 10, 35-41. doi: 10.4236/jmf.2020.101004.

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