Jensen不等式在鞅论中的应用

The Application of Jensen's Inequality in Martingale's Theories

讨论了Jensen不等式在离散时间参数的鞅论中的应用,特别是在由已知鞅构造新的鞅中的应用.

In this paper,the author discuss the application of J ensen＇s inequality in discrete time parametric martingale＇s theories,especially for constructing some new martingales from the known one.