Sharp convex generalizations of stochastic Gronwall inequalities (Q6124485)
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scientific article; zbMATH DE number 7825937
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp convex generalizations of stochastic Gronwall inequalities |
scientific article; zbMATH DE number 7825937 |
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Sharp convex generalizations of stochastic Gronwall inequalities (English)
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27 March 2024
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stochastic Gronwall inequality
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stochastic Bihari-LaSalle inequality
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Lenglart's domination inequality
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Snell envelope
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sharp constants
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exponential moments of path-dependent SDEs
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