A note on the stochastic version of the Gronwall lemma

DOI10.1080/07362994.2022.2068579zbMath1524.60084OpenAlexW4225000957WikidataQ125047031 ScholiaQ125047031MaRDI QIDQ6046015

Cloud Makasu

Publication date: 15 May 2023

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10566/7603

zbMATH Keywords

martingaleGronwall inequalityBurkholder inequalitiesDoob martingale inequalities

Mathematics Subject Classification ID

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

Cites Work

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