Hermite-Hadamard type inequalities for p-convex stochastic processes
DOI:
https://doi.org/10.11121/ijocta.01.2019.00602Keywords:
p-convexity, Stochastic process, Hermite-Hadamard type inequality, Mean-square integralibilityAbstract
In this study are investigated p-convex stochastic processes which are extensions of convex stochastic processes. A suitable example is also given for this process. In addition, in this case a p-convex stochastic process is increasing or decreasing, the relation with convexity is revealed. The concept of inequality as convexity has an important place in literature, since it provides a broader setting to study the optimization and mathematical programming problems. Therefore, Hermite-Hadamard type inequalities for p-convex stochastic processes and some boundaries for these inequalities are obtained in present study. It is used the concept of mean-square integrability for stochastic processes to obtain the above mentioned results.
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