Sharp convex generalizations of stochastic Gronwall inequalities (Q6124485)
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scientific article; zbMATH DE number 7825937
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| English | 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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0.8034143447875977
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0.7988468408584595
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0.7811585068702698
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0.7734859585762024
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0.7734553813934326
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