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
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