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Some new stochastic forms of Gronwall-Bellman inequalities and their applications - MaRDI portal

Some new stochastic forms of Gronwall-Bellman inequalities and their applications (Q1635512)

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scientific article; zbMATH DE number 6881620
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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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