The integral inequality and applications to stability theorems of stochastic differential equations with respect to semimartingales (Q4840922)

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scientific article; zbMATH DE number 781046
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The integral inequality and applications to stability theorems of stochastic differential equations with respect to semimartingales
scientific article; zbMATH DE number 781046

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    The integral inequality and applications to stability theorems of stochastic differential equations with respect to semimartingales (English)
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    22 November 1995
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    stability in mean square
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    integral inequality
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    stochastic differential equation
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    semi-martingale
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    Gronwall-Bellman inequality
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