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New inequalities of Gronwall type for the stochastic differential equations
-
Mohamed-Ahmed Boudref
und
Ahmed Berboucha
Veröffentlicht/Copyright:
7. August 2015
Abstract
In this paper, we establish some new nonlinear integral inequalities of Gronwall type for Itô integrals. These inequalities generalize some inequalities which can be used in applications as handy tools to study the qualitative as well as quantitative properties of solutions of some stochastic differential equations. We will use this inequalities to show the existence and uniqueness of solutions for nonlinear EDS.
Received: 2014-5-3
Accepted: 2015-4-14
Published Online: 2015-8-7
Published in Print: 2015-9-1
© 2015 by De Gruyter
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Artikel in diesem Heft
- Frontmatter
- New inequalities of Gronwall type for the stochastic differential equations
- Probability measures on fractal curves (probability distributions on the Vicsek fractal)
- The restricted isometry property for random matrices with ϕ-subgaussian entries
- On the law of the solution to a stochastic heat equation with fractional noise in time
- On distribution of the norm of deviation of a sub-Gaussian random process in Orlicz spaces
- Anticipated BDSDEs driven by Lévy process with non-Lipschitz coefficients
Schlagwörter für diesen Artikel
Stochastic differential equation;
Itô integral;
Gronwall–Bellman inequality
Artikel in diesem Heft
- Frontmatter
- New inequalities of Gronwall type for the stochastic differential equations
- Probability measures on fractal curves (probability distributions on the Vicsek fractal)
- The restricted isometry property for random matrices with ϕ-subgaussian entries
- On the law of the solution to a stochastic heat equation with fractional noise in time
- On distribution of the norm of deviation of a sub-Gaussian random process in Orlicz spaces
- Anticipated BDSDEs driven by Lévy process with non-Lipschitz coefficients
