Gronwall-type moment inequalities for a stochastic process

DOI10.7153/jmi-2022-16-04zbMath1492.60048OpenAlexW4221137722MaRDI QIDQ5078780

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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

Itô formulastochastic integralGronwall-type inequalitymoment inequality

Mathematics Subject Classification ID

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

Cites Work

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• On the \(p\)th moment estimates for the solution of stochastic differential equations
• A note on the existence and uniqueness of the solutions to SFDES
• A note on the solutions of neutral SFDEs with infinite delay
• Strong differential subordination and stochastic integration
• A note on the moment inequalities for stochastic integral

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