Gronwall-type moment inequalities for a stochastic process

DOI10.7153/JMI-2022-16-04MaRDI QIDQ5078780zbMATH OpenOpenAlexFDO

Authors

Publication date 25 May 2022

Published in Journal of Mathematical Inequalities (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7153/jmi-2022-16-04

zbMATH Keywords

Gronwall-type inequalityItô formulamoment inequalitystochastic integral

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) General theory of stochastic processes (60G07) Stochastic integrals (60H05)

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Cites work

• A note on the existence and uniqueness of the solutions to SFDES
• A note on the moment inequalities for stochastic integral
• A note on the solutions of neutral SFDEs with infinite delay
• An existence of the solution to neutral stochastic functional differential equations under special conditions
• An existence of the solution to neutral stochastic functional differential equations under the Hölder condition
• scientific article; zbMATH DE number 7345408 (Why is no real title available?)
• scientific article; zbMATH DE number 4072047 (Why is no real title available?)
• scientific article; zbMATH DE number 53723 (Why is no real title available?)
• scientific article; zbMATH DE number 1160687 (Why is no real title available?)
• On the \(p\)th moment estimates for the solution of stochastic differential equations
• Stochastic differential equations and applications.
• Strong differential subordination and stochastic integration

Cited in

(5)

• A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations
• A stochastic Gronwall lemma
• New inequalities of Gronwall type for the stochastic differential equations
• Stochastic version of Henry type Gronwall’s inequality
• A note on the moment inequalities for stochastic integral

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