Convex Functions on Sigma-Algebras of Nonatomic Measure Spaces

Abstract

We present a convex-like structure of set functions on sigma-algebras of nonatomic finite measure spaces. We introduce a convex subset of sigma-algebra and a convex set function.

We prove Jensen inequality for mi-convex functions.

Keywords

• Convex Functions
• Sigma-Algebras
• Nonatomic Measure Spaces