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A stochastic Gronwall lemma revisited
Infinite Dimensional Analysis, Quantum Probability and Related Topics ( IF 0.9 ) Pub Date : 2019-03-04 , DOI: 10.1142/s0219025719500073
Cloud Makasu 1
Affiliation  

A stochastic integral inequality of the Gronwall type is established. The result complements a stochastic Gronwall lemma proved by Scheutzow3.

中文翻译:

重新审视一个随机格罗沃尔引理

建立了 Gronwall 类型的随机积分不等式。该结果补充了 Scheutzow 证明的随机 Gronwall 引理3.
更新日期:2019-03-04
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