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On Jensen’s inequality and Hölder’s inequality for g-expectation
Archiv der Mathematik, 2010The author proves that, for \(n>1\), the \(n\)-dimensional Jensen's inequality holds for the \(g\)-expectation if and only if the generator \(g \equiv g(\cdot, t, y, z)\) defined on \(\Omega \times [0, T]\times \mathbb{R} \times \mathbb{R}^d\) is independent of \(y\) and linear in \(z\). Applications are made to Minkowski's and Hölder's inequalities.
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Jensen‐Grüss inequality and its applications for the Zipf‐Mandelbrot law
Mathematical Methods in the Applied Sciences, 2021Saad Ihsan Butt +2 more
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Reversing Jensen’s Inequality for Information-Theoretic Analyses
Information (Switzerland), 2022Neri Merhav
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A Jensen type inequality for fuzzy integrals
Information Sciences, 2007Yurilev Chalco-Cano +2 more
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Further improvement of Jensen inequality and application to stability of time-delayed systems
Automatica, 2016Jin-Hoon Kim
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Jensen inequality for superlinear expectations
Statistics and Probability Letters, 2019Qian Lin
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Jensen’s inequality predicts effects of environmental variation
Trends in Ecology and Evolution, 1999Matthew Ayres
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On the converse Jensen inequality for strongly convex functions
Journal of Mathematical Analysis and Applications, 2016Kazimierz Nikodem +1 more
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