Some new stochastic forms of Gronwall-Bellman inequalities and their applications (Q1635512)
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scientific article; zbMATH DE number 6881620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some new stochastic forms of Gronwall-Bellman inequalities and their applications |
scientific article; zbMATH DE number 6881620 |
Statements
Some new stochastic forms of Gronwall-Bellman inequalities and their applications (English)
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6 June 2018
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BSDE
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Poisson point process
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stochastic variational inequality
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nonlinear expectation
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Girsanov nonlinear transformation
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