The integral inequality and applications to stability theorems of stochastic differential equations with respect to semimartingales

DOI10.1080/17442509408833878MaRDI QIDQ4840922zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stochastic differential equationintegral inequalitysemi-martingaleGronwall-Bellman inequalitystability in mean square

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic stability in control theory (93E15)

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