A stochastic Gronwall lemma revisited

DOI10.1142/S0219025719500073MaRDI QIDQ5222886zbMATH OpenOpenAlexWikidataFDO

Authors Cloud Makasu

Publication date 4 July 2019

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219025719500073

zbMATH Keywords

Burkholder martingale inequalitystochastic Gronwall lemma

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

• A stochastic Gronwall lemma
• One-sided maximal functions and H^p
• Sharp maximal \(L^{p}\)-estimates for martingales

Cited in

(8)

• A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations
• A stochastic Gronwall lemma
• A new generalization of lemma Gronwall-Bellman
• scientific article; zbMATH DE number 1018440 (Why is no real title available?)
• Extension of a stochastic Gronwall lemma
• Stochastic version of Henry type Gronwall’s inequality
• A note on the stochastic version of the Gronwall lemma
• Sharp convex generalizations of stochastic Gronwall inequalities

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