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

5 citations · 5 across the 1 of their papers we have counts for

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1 paper

math.PR2019★ 5 cited

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

Anselm Hudde, Martin Hutzenthaler, Sara Mazzonetto

There are numerous applications of the classical (deterministic) Gronwall inequality. Recently, Michael Scheutzow discovered a stochastic Gronwall inequality which provides upper b…