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Far East Journal of Theoretical Statistics
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Abstract:
In this note, we prove that
under G-Brownian motion. Also, four equivalent
conditions of Jensen’s inequality for G-expectations are obtained. |
| Keywords and phrases: sublinear expectation, G-normal distribution, G-Brownian motion, G-expectation, G-convex. |
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| Number of Downloads: 339 | Number of Views: 968 |
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| P-ISSN: 0972-0863 |
| E-ISSN: 3048-7358 |
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Journal Stats
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| Publication count: 846 |
| Citation count (Google Scholar): 2627 |
| h10-index (Google Scholar): 49 |
| h-index (Google Scholar): 20 |
| Downloads : 188064 |
| Views: 723103 |
| Downloads/publish articles: 222.3 |
| Citations (Google Scholar)/publish articles: 3.11 |
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