Gronwall's lemma and stochastic equations for components of semimartingales

DOI10.1007/BF01140204zbMath0519.60059OpenAlexW2001859243WikidataQ124805427 ScholiaQ124805427MaRDI QIDQ1054376

Alexander V. Melnikov

Publication date: 1983

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01140204

zbMATH Keywords

strong solutionsmoment estimationstochastic Gronwall lemma

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• On a stopped Doob's inequality and general stochastic equations
• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Gronwall's lemma and stochastic equations for components of semimartingales