A stochastic Gronwall lemma revisited

被引：4
|
作者：
Makasu, Cloud [1 ]
机构：
[1] Univ Western Cape, Dept Maths & Appl Maths, Private Bag X17, ZA-7535 Cape Town, South Africa
来源：
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS | 2019年 / 22卷 / 01期
关键词：
Burkholder martingale inequality; stochastic Gronwall lemma;
D O I：
10.1142/S0219025719500073
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A stochastic integral inequality of the Gronwall type is established. The result complements a stochastic Gronwall lemma proved by Scheutzow.(3)
引用
收藏
页数：5
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