A note on the stochastic version of the Gronwall lemma

dc.contributor.authorMakasu, Cloud
dc.date.accessioned2022-07-18T13:29:13Z
dc.date.available2022-07-18T13:29:13Z
dc.date.issued2022
dc.description.abstractWe prove a stochastic version of the Gronwall lemma assuming that the underlying martingale has a terminal random value in Lp, where 1 p < 1: The proof of the present result is mainly based on a sharp martingale inequality of the Doob-type.en_US
dc.identifier.citationMakasu, C. (2022). A note on the stochastic version of the Gronwall lemma. Stochastic analysis and applications, 1-4. https://doi.org/10.1080/07362994.2022.2068579en_US
dc.identifier.urihttps://doi.org/10.1080/07362994.2022.2068579
dc.identifier.urihttp://hdl.handle.net/10566/7603
dc.publisherTaylor & Francis Groupen_US
dc.subjectBurkholder inequalitiesen_US
dc.subjectDoob martingaleen_US
dc.subjectinequalitiesen_US
dc.titleA note on the stochastic version of the Gronwall lemmaen_US
dc.typeArticleen_US

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