Aequationes mathematicae

, Volume 86, Issue 1, pp 91–98

Remarks on strongly convex stochastic processes

Open AccessArticle

DOI: 10.1007/s00010-012-0163-9

Cite this article as:
Kotrys, D. Aequat. Math. (2013) 86: 91. doi:10.1007/s00010-012-0163-9


Strongly convex stochastic processes are introduced. Some well-known results concerning convex functions, like the Hermite–Hadamard inequality, Jensen inequality, Kuhn theorem and Bernstein–Doetsch theorem are extended to strongly convex stochastic processes.

Mathematics Subject Classification (1991)

Primary 26A51Secondary 26D1539B6260G99


Strongly convex stochastic processHermite–Hadamard inequalityJensen inequalityBernstein-Doetsch theoremKuhn theoremmean-square integral
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© The Author(s) 2012

Authors and Affiliations

  1. 1.Department of Mathematics and Computer ScienceUniversity of Bielsko–BiałaBielsko–BiałaPoland