On a discrete fractional stochastic Grönwall inequality and its application in the numerical analysis of stochastic FDEs involving a martingale

DOI10.1515/ijnsns-2021-0100OpenAlexW3215604069MaRDI QIDQ6106119

Mahmoud A. Zaky, Ahmed S. Hendy, Eid H. Doha

Publication date: 27 June 2023

Published in: International Journal of Nonlinear Sciences and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/ijnsns-2021-0100

zbMATH Keywords

martingalea priori estimate\(L1\) interpolation schemesdiscrete stochastic fractional Grönwall inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Fractional processes, including fractional Brownian motion (60G22) Numerical solutions to stochastic differential and integral equations (65C30)

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