Jensen's inequality for conditional expectations.
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only] (2005)
- Volume: 6, Issue: 5, page Paper No. 133, 5 p., electronic only-Paper No. 133, 5 p., electronic only
- ISSN: 1443-5756
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topHansen, Frank. "Jensen's inequality for conditional expectations.." JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only] 6.5 (2005): Paper No. 133, 5 p., electronic only-Paper No. 133, 5 p., electronic only. <http://eudml.org/doc/126335>.
@article{Hansen2005,
author = {Hansen, Frank},
journal = {JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]},
keywords = {trace function; Jensen inequality; conditional expectation},
language = {eng},
number = {5},
pages = {Paper No. 133, 5 p., electronic only-Paper No. 133, 5 p., electronic only},
publisher = {Victoria University, School of Communications and Informatics},
title = {Jensen's inequality for conditional expectations.},
url = {http://eudml.org/doc/126335},
volume = {6},
year = {2005},
}
TY - JOUR
AU - Hansen, Frank
TI - Jensen's inequality for conditional expectations.
JO - JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
PY - 2005
PB - Victoria University, School of Communications and Informatics
VL - 6
IS - 5
SP - Paper No. 133, 5 p., electronic only
EP - Paper No. 133, 5 p., electronic only
LA - eng
KW - trace function; Jensen inequality; conditional expectation
UR - http://eudml.org/doc/126335
ER -
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