Geodesic
Extension of a stochastic Gronwall lemma
Cloud Makasu1
1 Dept of Maths and Applied Maths University of the Western Cape Private Bag X17 Bellville 7535, Cape Town, South Africa <a href="https://orcid.org/0000-0002-7478-5192">ORCID: 0000-0002-7478-5192</a>
Bulletin of the Polish Academy of Sciences. Mathematics, Tome 68 (2020) no. 1, pp. 97-104.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

A stochastic Gronwall lemma is proved in Scheutzow (2013) in the case when the exponent $p$ lies in the interval $0 \lt p \lt 1$. In this paper, we extend the lemma to the entire interval $0 \lt p \lt \infty $. We construct simple examples to illustrate the present result.
DOI : 10.4064/ba190524-7-5
Keywords: stochastic gronwall lemma proved scheutzow exponent lies interval paper extend lemma entire interval infty construct simple examples illustrate present result

Cloud Makasu 1

1 Dept of Maths and Applied Maths University of the Western Cape Private Bag X17 Bellville 7535, Cape Town, South Africa <a href="https://orcid.org/0000-0002-7478-5192">ORCID: 0000-0002-7478-5192</a> 
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     title = {Extension of a stochastic {Gronwall} lemma},
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     pages = {97--104},
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Cloud Makasu. Extension of a stochastic Gronwall lemma. Bulletin of the Polish Academy of Sciences. Mathematics, Tome 68 (2020) no. 1, pp. 97-104. doi : 10.4064/ba190524-7-5. http://geodesic.mathdoc.fr/articles/10.4064/ba190524-7-5/

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