Stochastic Bihari inequality and applications to BSDE
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Publication:2124691
DOI10.1016/j.jmaa.2022.126204zbMath1490.60173OpenAlexW4221029554MaRDI QIDQ2124691
Kon-Gun Kim, Mun-Chol Kim, Hun O
Publication date: 11 April 2022
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2022.126204
Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Other nonlinear integral equations (45G10) Inequalities involving derivatives and differential and integral operators (26D10)
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