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

DOI10.1515/ROSE-2018-0006zbMath1391.60132OpenAlexW2806965985WikidataQ129756107 ScholiaQ129756107MaRDI QIDQ1635512

Mohamed-Ahmed Boudref

Publication date: 6 June 2018

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2018-0006

zbMATH Keywords

Poisson point processnonlinear expectationstochastic variational inequalityBSDEGirsanov nonlinear transformation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Set-valued maps in general topology (54C60) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cites Work

• New inequalities of Gronwall type for the stochastic differential equations
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