Gronwall's lemma and stochastic equations for components of semimartingales
Matematičeskie zametki, Tome 32 (1982) no. 3, pp. 411-423.

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     author = {A. V. Melnikov},
     title = {Gronwall's lemma and stochastic equations for components of semimartingales},
     journal = {Matemati\v{c}eskie zametki},
     pages = {411--423},
     publisher = {mathdoc},
     volume = {32},
     number = {3},
     year = {1982},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_1982_32_3_a14/}
}
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A. V. Melnikov. Gronwall's lemma and stochastic equations for components of semimartingales. Matematičeskie zametki, Tome 32 (1982) no. 3, pp. 411-423. http://geodesic.mathdoc.fr/item/MZM_1982_32_3_a14/