A discrete stochastic Gronwall lemma
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Publication:1996944
DOI10.1016/j.matcom.2016.07.002zbMath1482.60093arXiv1601.07503OpenAlexW2265242083WikidataQ124846394 ScholiaQ124846394MaRDI QIDQ1996944
Raphael Kruse, Michael K. R. Scheutzow
Publication date: 1 March 2021
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.07503
Martingales with discrete parameter (60G42) Inequalities for sums, series and integrals (26D15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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