关于Gronwall引理的随机版本的一个注记

IF 0.8 4区数学 Q3 MATHEMATICS, APPLIED

Stochastic Analysis and Applications Pub Date : 2022-04-28 DOI:10.1080/07362994.2022.2068579

C. Makasu

引用次数: 0

摘要

摘要我们证明了Gronwall引理的一个随机版本，假设下面的鞅在Lp中有一个终端随机值，其中本结果的证明主要基于Doob型的尖锐鞅不等式。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A note on the stochastic version of the Gronwall lemma

Abstract We prove a stochastic version of the Gronwall lemma assuming that the underlying martingale has a terminal random value in Lp , where The proof of the present result is mainly based on a sharp martingale inequality of the Doob-type.

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来源期刊

Stochastic Analysis and Applications 数学-统计学与概率论

CiteScore

2.70

自引率

7.70%

发文量

审稿时长

6-12 weeks

期刊介绍： Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.