Journal of Mathematical Inequalities · Volume 16, Issue 1

Gronwall-type moment inequalities for a stochastic process

16-04 Pages 51-61 DOI 10.7153/jmi-2022-16-04

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Authors

Young-Ho Kim

Keywords

Gronwall-type inequality Itô formula moment inequality stochastic integral

Subject classes

60G07 60G46 60H05