A class of stochastic Gronwall's inequality and its application

DOI10.1186/s13660-018-1932-3zbMath1498.60241OpenAlexW2904898164WikidataQ60304331 ScholiaQ60304331MaRDI QIDQ2061473

Xin Wang, Sheng-Jun Fan

Publication date: 15 December 2021

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-018-1932-3

zbMATH Keywords

comparison theorembackward stochastic differential equationstochasticGronwall's inequality

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inequalities for sums, series and integrals (26D15)

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Cites Work

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• One-dimensional BSDEs with finite and infinite time horizons
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• Generalized Gronwall inequalities and their applications to fractional differential equations
• Stochastic differential equations, backward SDEs, partial differential equations
• The stability of solutions of linear differential equations
• A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
• Foundations of Modern Probability
• Uniqueness theorems and successive approximations

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