The integral inequality and applications to stability theorems of stochastic differential equations with respect to semimartingales

DOI10.1080/17442509408833878zbMath0826.60050OpenAlexW2080880311MaRDI QIDQ4840922

Publication date: 22 November 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833878

zbMATH Keywords

stochastic differential equation Gronwall-Bellman inequality integral inequality semi-martingale stability in mean square

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Martingales with continuous parameter (60G44)

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