scientific article; zbMATH DE number 1018440

MaRDI QIDQ4339368zbMATH OpenFDO

Authors Jan Seidler, Ivo Vrkoč

Publication date 8 July 1997

zbMATH Keywords

convolutionsgeneralized Gronwall lemmastochastic processes

Mathematics Subject Classification ID

Inequalities involving derivatives and differential and integral operators (26D10) Stopping times; optimal stopping problems; gambling theory (60G40)

Recommendations

• A stochastic Gronwall lemma revisited
• A stochastic Gronwall lemma
• A note on the stochastic version of the Gronwall lemma
• Extension of a stochastic Gronwall lemma
• A discrete stochastic Gronwall lemma
• A new generalization of lemma Gronwall-Bellman
• A generalized Gronwall-Bellman inequality
• scientific article; zbMATH DE number 2218534
• A non-commutative random stopping theorem

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4339368)