A discrete stochastic Gronwall lemma (Q1996944)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A discrete stochastic Gronwall lemma |
scientific article |
Statements
A discrete stochastic Gronwall lemma (English)
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1 March 2021
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Gronwall lemma
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martingale inequality
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backward Euler-Maruyama method
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a priori estimate
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