A powered Gronwall-type inequality and applications to stochastic differential equations

DOI10.3934/dcds.2016114zbMath1353.26033OpenAlexW2536368058MaRDI QIDQ727434

Jun Shen, Jun Zhou, Wei Nian Zhang

Publication date: 6 December 2016

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcds.2016114

zbMATH Keywords

concavificationpowered monotonizationsingular integral inequalitystochastic integral inequality

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inequalities for sums, series and integrals (26D15) Singular nonlinear integral equations (45G05)

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Stochastic Bihari inequality and applications to BSDE, Generalized nonlinear weakly singular retarded integral inequalities with maxima and their applications, A new class of nonlinear Gronwall-Bellman delay integral inequalities with power and its applications, Growth in an impulsive integral inequality, A map-type Gronwall inequality on functional differential equations with state-dependence, Some nonlinear Gronwall-Bellman type retarded integral inequalities with power and their applications, A stochastic Gronwall inequality in random time horizon and its application to BSDE, Some generalized Gronwall-Bellman type difference inequalities and applications, Some new nonlinear powered Gronwall-Bellman type retarded integral inequalities and their applications, Further nonlinear version of inequalities and their applications

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