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A stochastic Gronwall inequality in random time horizon and its application to BSDE - MaRDI portal

A stochastic Gronwall inequality in random time horizon and its application to BSDE (Q2069305)

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A stochastic Gronwall inequality in random time horizon and its application to BSDE
scientific article

    Statements

    title
    A stochastic Gronwall inequality in random time horizon and its application to BSDE (English)
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    author
    Hun O
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    Mun-Chol Kim
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    Chol-Kyu Pak
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    publication date
    20 January 2022
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    zbMATH Keywords
    Gronwall inequality
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    stochastic
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    random time horizon
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    backward stochastic differential equation
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    comparison
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    Identifiers

    Mathematics Subject Classification ID
    60E15
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    60H20
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    60H05
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    60H10
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    zbMATH DE Number
    7460812
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    OpenAlex ID
    W3030472904
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    arXiv ID
    1903.09902
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