A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations
Author:
Affiliation:
1. Faculty of Mathematics, University of Duisburg-Essen, Germany
2. Institut Élie Cartan de Lorraine, Université de Lorraine, France
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions;Probability Theory and Related Fields;2024-08-20
2. Sharp convex generalizations of stochastic Gronwall inequalities;Journal of Differential Equations;2024-05
3. Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms;Journal of Computational and Applied Mathematics;2022-10
4. A note on the stochastic version of the Gronwall lemma;Stochastic Analysis and Applications;2022-04-28
5. Counterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven stochastic differential equations with smooth drift coefficient functions with at most polynomially growing derivatives;Discrete & Continuous Dynamical Systems - B;2021
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