The integral inequality and applications to stability theorems of stochastic differential equations with respect to semimartingales
DOI10.1080/17442509408833878zbMATH Open0826.60050OpenAlexW2080880311MaRDI QIDQ4840922FDOQ4840922
Authors: Takeshi Taniguchi 
Publication date: 22 November 1995
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509408833878
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stochastic differential equationintegral inequalitysemi-martingaleGronwall-Bellman inequalitystability in mean square
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic stability in control theory (93E15)
Cited In (9)
- Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales
- LEBESGUE-STIELTJES INTEGRAL INEQUALITIES AND STOCHASTIC STABILITIES
- Title not available (Why is that?)
- On linear stochastic equations of optional semimartingales and their applications
- Title not available (Why is that?)
- An integral inequality and its application to a problem of stabilization by noise
- Polynomial stability for perturbed stochastic differential equations with respect to semimartingales
- A powered Gronwall-type inequality and applications to stochastic differential equations
- Stochastic integral inequalities with applications
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