A stochastic Gronwall lemma revisited

DOI10.1142/S0219025719500073zbMath1488.60111OpenAlexW2919399816WikidataQ124843235 ScholiaQ124843235MaRDI QIDQ5222886

Cloud Makasu

Publication date: 4 July 2019

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/s0219025719500073

zbMATH Keywords

stochastic Gronwall lemmaBurkholder martingale inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

Related Items (4)

A note on the stochastic version of the Gronwall lemma ⋮ Sharp convex generalizations of stochastic Gronwall inequalities ⋮ Stochastic version of Henry type Gronwall’s inequality ⋮ A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations

Cites Work

• One-sided maximal functions and H\(^p\)
• Sharp maximal \(L^{p}\)-estimates for martingales
• A STOCHASTIC GRONWALL LEMMA

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