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A class of stochastic Gronwall’s inequality and its application

This paper puts forward the basic form of stochastic Gronwall’s inequality and uses, respectively, the iterative method, the integral method and the martingale representation method to prove it. Then it presents an application to prove a comparison theorem of [Formula: see text] solutions for one-di...

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Detalles Bibliográficos
Autores principales: Wang, Xin, Fan, Shengjun
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2018
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6290671/
https://www.ncbi.nlm.nih.gov/pubmed/30839903
http://dx.doi.org/10.1186/s13660-018-1932-3