A stochastic convolution integral inequality

DOI10.1142/S0219025720500290zbMath1472.60038OpenAlexW3107180619MaRDI QIDQ5150270

Cloud Makasu

Publication date: 10 February 2021

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025720500290

zbMATH Keywords

continuous local martingalesMétivier-Pellaumail inequalitystochastic convolution inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Convolution as an integral transform (44A35) Martingales with continuous parameter (60G44) Stochastic integral equations (60H20)

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A note on the stochastic version of the Gronwall lemma

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