A Stochastic Gronwall Lemma and Well-Posedness of Path-Dependent SDEs Driven by Martingale Noise
type: Item
instance of: scholarly article
zbMATH Open document ID: 1468.60074
publication date: 2021-01-19T00:00:00Z
full work available at URL: https://arxiv.org/abs/1908.10646
full work available at URL: 18-09.pdf
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G57
Mathematics Subject Classification ID: 65L03
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 34K50
zbMATH DE Number: 7298008
zbMATH Keywords: stochastic Gronwall lemma
zbMATH Keywords: functional stochastic differential equations
zbMATH Keywords: path-dependent stochastic differential equations
zbMATH Keywords: martingale inequality
zbMATH Keywords: monotone coefficients
zbMATH Keywords: Lenglart inequality
author: Sima Mehri
author: Michael Scheutzow
MaRDI profile type: MaRDI publication profile
arXiv classification: math.PR
arXiv ID: 1908.10646
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description: scientific article; zbMATH DE number 7298008