Generalized expectation with general kernels on g-semirings and its applications View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2017-07

AUTHORS

Hamzeh Agahi, Radko Mesiar, Azizollah Babakhani

ABSTRACT

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.

PAGES

863-875

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s13398-016-0322-2

DOI

http://dx.doi.org/10.1007/s13398-016-0322-2

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1025601327


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