A class of stochastic Gronwall’s inequality and its application
Abstract 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 Lp $L^{p}$ solutions for one-di...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2018-12-01
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| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13660-018-1932-3 |