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Some new stochastic forms of Gronwall-Bellman inequalities and their applications. (English) Zbl 1391.60132
Summary: In this work, we establish some new forms of stochastic Gronwall-Bellman inequalities. We illustrate our work with examples of applications.
MSC:
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
54C60 Set-valued maps in general topology
60H05 Stochastic integrals
60H35 Computational methods for stochastic equations (aspects of stochastic analysis)
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References:
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