A discrete stochastic Gronwall lemma
type: Item
instance of: scholarly article
title: A discrete stochastic Gronwall lemma
zbMATH Open document ID: 1482.60093
author: Raphael Kruse
author: Michael Scheutzow
published in: Mathematics and Computers in Simulation
publication date: 2021-03-01T00:00:00Z
full work available at URL: https://arxiv.org/abs/1601.07503
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60G42
Mathematics Subject Classification ID: 26D15
zbMATH DE Number: 7316133
zbMATH Keywords: Gronwall lemma
zbMATH Keywords: martingale inequality
zbMATH Keywords: backward Euler-Maruyama method
zbMATH Keywords: a priori estimate
MaRDI profile type: Publication
OpenAlex ID: W2265242083
Wikidata QID: Q124846394
arXiv ID: 1601.07503
cites work: Sharp maximal \(L^{p}\)-estimates for martingales
cites work: More Generalised Discrete Gronwall Inequalities
cites work: The stability of solutions of linear differential equations
cites work: Q4004325
cites work: A stochastic Gronwall lemma
DOI: 10.1016/J.MATCOM.2016.07.002
description: scientific article