A note on the stochastic version of the Gronwall lemma
| dc.contributor.author | Makasu, Cloud | |
| dc.date.accessioned | 2022-07-18T13:29:13Z | |
| dc.date.available | 2022-07-18T13:29:13Z | |
| dc.date.issued | 2022 | |
| dc.description.abstract | We 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.citation | Makasu, C. (2022). A note on the stochastic version of the Gronwall lemma. Stochastic analysis and applications, 1-4. https://doi.org/10.1080/07362994.2022.2068579 | en_US |
| dc.identifier.uri | https://doi.org/10.1080/07362994.2022.2068579 | |
| dc.identifier.uri | http://hdl.handle.net/10566/7603 | |
| dc.publisher | Taylor & Francis Group | en_US |
| dc.subject | Burkholder inequalities | en_US |
| dc.subject | Doob martingale | en_US |
| dc.subject | inequalities | en_US |
| dc.title | A note on the stochastic version of the Gronwall lemma | en_US |
| dc.type | Article | en_US |
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