LEBESGUE-STIELTJES INTEGRAL INEQUALITIES AND STOCHASTIC STABILITIES

DOI10.1093/qmath/40.3.301zbMath0683.60039OpenAlexW2080639697MaRDI QIDQ4733195

Xuerong Mao

Publication date: 1989

Published in: The Quarterly Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/qmath/40.3.301

zbMATH Keywords

semimartingalesstochastic differential equationsmeasure differential equationsGronwall inequalityLebesgue-Stieltjes integral inequalitiesperturbations of stochastic systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Inequalities involving derivatives and differential and integral operators (26D10)

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