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Comptes Rendus Mathématique
Volume 337, n° 12
pages 797-800 (décembre 2003)
Doi : 10.1016/j.crma.2003.09.037
Received : 20 April 2003 ;  accepted : 17 September 2003
Jensen's inequality for  -expectation, Part 2

Zengjing  Chen a 1 ,  Reg  Kulperger b 2 ,  Long  Jiang a
aDepartment of Mathematics, Shandong University, Jinan, 250100, China 
bDepartment of Statistical and Actuarial Science, The University of Western Ontario, London, Ontario, Canada 

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Chen et al. (C. R. Acad. Sci. Paris, Ser. I 337 (11) (2003)) studied a Jensen's inequality for  -expectation under the assumption that   does not depend on  . In this Note we consider some applications of this inequality. To cite this article: Z. Chen et al., C. R. Acad. Sci. Paris, Ser. I 337 (2003).

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Chen et al. (C. R. Acad. Sci. Paris, Ser. I 337 (11) (2003)) a étudié l'inégalité de Jensen pour la  -espérance sous la prétention que   n'est pas fonction de  . Comme suite a cette étude, nous considérons les applications de l'inégalité de Jensen dans cet article. Pour citer cet article : Z. Chen et al., C. R. Acad. Sci. Paris, Ser. I 337 (2003).


1  The work was done while Zengjing Chen was visiting The University of Western Ontario in 2002 and 2003, whose hospitality he deeply appreciated. Financial support from the Fields Institute and NSFC Grant 10131030 is gratefully acknowledged.

2  This work has been supported by grants from the Natural Sciences and Engineering Research Council of Canada. This NSERC grant also partially supported the visit of Zengjing Chen to Canada.




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