{"title":"On strongly m-convex stochastic processes","authors":"Jaya Bisht, Rohan Mishra, Abdelouahed Hamdi","doi":"10.1007/s00010-024-01128-3","DOIUrl":null,"url":null,"abstract":"<div><p>In this paper, we introduce the concept of strongly <i>m</i>-convex stochastic processes and present some basic properties of these stochastic processes. We derive Hermite-Hadamard type inequalities for stochastic processes whose first derivatives in absolute values are strongly <i>m</i>-convex. The results presented in this paper are a generalization and extension of previously known results.</p></div>","PeriodicalId":55611,"journal":{"name":"Aequationes Mathematicae","volume":"99 2","pages":"655 - 667"},"PeriodicalIF":0.7000,"publicationDate":"2024-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s00010-024-01128-3.pdf","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Aequationes Mathematicae","FirstCategoryId":"100","ListUrlMain":"https://link.springer.com/article/10.1007/s00010-024-01128-3","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
Abstract
In this paper, we introduce the concept of strongly m-convex stochastic processes and present some basic properties of these stochastic processes. We derive Hermite-Hadamard type inequalities for stochastic processes whose first derivatives in absolute values are strongly m-convex. The results presented in this paper are a generalization and extension of previously known results.
期刊介绍：
aequationes mathematicae is an international journal of pure and applied mathematics, which emphasizes functional equations, dynamical systems, iteration theory, combinatorics, and geometry. The journal publishes research papers, reports of meetings, and bibliographies. High quality survey articles are an especially welcome feature. In addition, summaries of recent developments and research in the field are published rapidly.
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