Publication details
Journal Article
Generalized expectation with general kernels on g-semirings and its applications
, ,
: Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales vol.111, 3 (2017), p. 863-875
: Fractional integral, g-expectation, Jensen’s inequality, Probability theory
: http://library.utia.cas.cz/separaty/2017/E/mesiar-0477104.pdf
(eng): The connection between probability and g-integral is investigated. The purposes of this paper are mainly to introduce the concept g-expectation with general kernels on a g-semiring, and then extend the Jensen type inequality in general form, thus refining the previous results in probability and measure theory.
: BA
: 10101