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A note on Jensen’s inequality for BSDEs
Acta Mathematica Sinica, English Series, 2009This paper is devoted to a generalization of known results on Jensen's Inequality for backward stochastic differential equations (BSDEs). Specifically, the author finds a necessary and sufficient condition on the generator \(g\) of BSDEs for which Jensen's Inequality holds for some specific convex functions.
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On Some General Inequalities Related to Jensen’s Inequality
2008We present several general inequalities related to Jensen's inequality and the Jensen-Steffensen inequality. Some recently proved results are obtained as special cases of these general inequalities.
Klaričić Bakula, Milica +2 more
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Jensen’s inequality on convex spaces
Calculus of Variations and Partial Differential Equations, 2013The author proves a Jensen inequality on \(p\)-uniformly convex spaces in terms of \(p\)-barycenters of probability measures with \((p-1)\)-th moment, with \(p\in(1,\infty)\), under a geometric condition. He also gives a Liouville-type theorem for harmonic maps described by Markov chains into a 2-uniformly convex space satisfying such a geometric ...
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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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Further improvement of Jensen inequality and application to stability of time-delayed systems
Automatica, 2016Jin-Hoon Kim
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