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Jiang, L. and Chen, Z. (2004) On Jensen’s Inequality for g-Expectation. Chinese Annals of Mathematics, 25, 401-412. https://doi.org/10.1142/S0252959904000378

has been cited by the following article:

• TITLE: Jensen Inequality of Bivariate Function in the G-Expectation Framework

  AUTHORS: Liyang Feng

  KEYWORDS: Bivariate Function, Jensen Inequality, G-Expectation, G-Browian Motion

  JOURNAL NAME: Journal of Mathematical Finance, Vol.10 No.1, December 20, 2019

  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.