A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations - Inria - Institut national de recherche en sciences et technologies du numérique
Journal Articles Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques Year : 2021

A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations

Dates and versions

hal-03293250 , version 1 (20-07-2021)

Identifiers

Cite

Anselm Hudde, Martin Hutzenthaler, Sara Mazzonetto. A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2021, 57 (2), ⟨10.1214/20-AIHP1064⟩. ⟨hal-03293250⟩
61 View
0 Download

Altmetric

Share

More