Stochastic version of Henry type Gronwall’s inequality

DOI10.1142/S0219025721500132zbMath1481.60043OpenAlexW3183201511MaRDI QIDQ5158589

Abdelghani Ouahab, Slimane Mekki, Juan. J. Nieto

Publication date: 25 October 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/s0219025721500132

zbMATH Keywords

martingalelocal martingalesingular kernelsBurkholder martingale inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44)

Related Items (3)

A note on the stochastic version of the Gronwall lemma ⋮ Sharp convex generalizations of stochastic Gronwall inequalities ⋮ A fractional Bihari inequality and some applications to fractional differential equations and stochastic equations

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