Sharp convex generalizations of stochastic Gronwall inequalities (Q6124485)

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scientific article; zbMATH DE number 7825937
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Sharp convex generalizations of stochastic Gronwall inequalities
scientific article; zbMATH DE number 7825937

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    Sharp convex generalizations of stochastic Gronwall inequalities (English)
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    27 March 2024
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    stochastic Gronwall inequality
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    stochastic Bihari-LaSalle inequality
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    Lenglart's domination inequality
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    Snell envelope
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    sharp constants
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    exponential moments of path-dependent SDEs
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