18 reputation
3
bio website
location
age
visits member for 1 year, 9 months
seen Nov 17 at 0:49

Nov
5
comment Jensen's inequality: proof by using linear functions
Let us continue this discussion in chat.
Nov
5
comment Jensen's inequality: proof by using linear functions
Ok, now I understand the difference between maximum and supremum. But I still don't get the meaning of the statement. It the statement 2.2.1, we also have another $\phi$. I assume that it could be any function as you said...
Nov
5
comment Jensen's inequality: proof by using linear functions
I think I don't understand the set notation that says "the maximum of all linear functions". You're using sup instead of max, I think it has the same meaning. And I don't see how does the convexity is defined there.
Nov
5
comment Jensen's inequality: proof by using linear functions
I understand what you write until ... for all x. What does env($\psi$) mean?
Nov
5
revised Jensen's inequality: proof by using linear functions
deleted 3 characters in body; edited title
Nov
5
awarded  Editor
Nov
5
revised Jensen's inequality: proof by using linear functions
deleted 3 characters in body; edited title
Nov
5
asked Jensen's inequality: proof by using linear functions
Nov
4
awarded  Scholar
Nov
4
awarded  Student
Nov
4
comment Stochastic Calculus For Finance: Conditional Expectation of Binomial Tree Model
Thank you, it's helpful too. ;)
Nov
4
comment Stochastic Calculus For Finance: Conditional Expectation of Binomial Tree Model
I was trying but it required me to wait. Thanks again :D
Nov
4
accepted Stochastic Calculus For Finance: Conditional Expectation of Binomial Tree Model
Nov
4
comment Stochastic Calculus For Finance: Conditional Expectation of Binomial Tree Model
Ok. Got it. Thank you!
Nov
4
asked Stochastic Calculus For Finance: Conditional Expectation of Binomial Tree Model