Aequationes mathematicae

, Volume 86, Issue 1, pp 91–98

Remarks on strongly convex stochastic processes

Authors

    • Department of Mathematics and Computer ScienceUniversity of Bielsko–Biała
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

Abstract

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 26A51 Secondary 26D15 39B62 60G99

Keywords

Strongly convex stochastic process Hermite–Hadamard inequality Jensen inequality Bernstein-Doetsch theorem Kuhn theorem mean-square integral

Copyright information

© The Author(s) 2012