J4 ›› 2011, Vol. 46 ›› Issue (3): 109-111.
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SONG Li1,2
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Abstract:
Under the framework of sub-linear expectations, it is proved that the Jensen′s inequality of sublinear expectations holds for the continuous convex function and the continuous non-decreasing concave function.
Key words: sub-linear expectation; Jensen′s inequality; concave function; convex function
SONG Li1,2. Jensen′s inequality for sub-linear expectations[J].J4, 2011, 46(3): 109-111.
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