A discrete stochastic Gronwall lemma (Q1996944): Difference between revisions
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Property / author: Michael K. R. Scheutzow / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID: W2265242083 / rank | |||
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Property / Wikidata QID: Q124846394 / rank | |||
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Property / arXiv ID: 1601.07503 / rank | |||
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Property / cites work: Sharp maximal \(L^{p}\)-estimates for martingales / rank | |||
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Property / cites work: More Generalised Discrete Gronwall Inequalities / rank | |||
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Property / cites work: The stability of solutions of linear differential equations / rank | |||
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Property / cites work: Q4004325 / rank | |||
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Property / cites work: A STOCHASTIC GRONWALL LEMMA / rank | |||
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Latest revision as of 16:15, 24 July 2024
scientific article
Language | Label | Description | Also known as |
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English | A discrete stochastic Gronwall lemma |
scientific article |
Statements
A discrete stochastic Gronwall lemma (English)
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1 March 2021
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Gronwall lemma
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martingale inequality
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backward Euler-Maruyama method
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a priori estimate
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