Title of article :
On the minimal members of convex expectations
Author/Authors :
Huang، نويسنده , , James and Jia، نويسنده , , Guangyan، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2011
Pages :
9
From page :
42
To page :
50
Abstract :
In this paper, we show that for a convex expectation E [ ⋅ ] defined on L 1 ( Ω , F , P ) , the following statements are equivalent:(i) a minimal member of the set of all convex expectations defined on L 1 ( Ω , F , P ) ; linear; mensional Jensen inequality for E holds. dition, we prove a sandwich theorem for convex expectation and concave expectation.
Keywords :
Jensenיs inequality , Linear expectation , Convex expectation , Concave expectation
Journal title :
Journal of Mathematical Analysis and Applications
Serial Year :
2011
Journal title :
Journal of Mathematical Analysis and Applications
Record number :
1561565
Link To Document :
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