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| Élément Dublin Core | Valeur | Langue |
|---|---|---|
| dc.contributor.author | Boudref, Mohamed Ahmed | - |
| dc.date.accessioned | 2020-11-30T09:55:10Z | - |
| dc.date.available | 2020-11-30T09:55:10Z | - |
| dc.date.issued | 2018-01-10 | - |
| dc.identifier.uri | http://dspace.univ-bouira.dz:8080/jspui/handle/123456789/10599 | - |
| dc.description.abstract | In this work, we establish some new forms of stochastic Gronwall–Bellman inequalities. We illustrate our work with examples of applications. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | DE GRUYTER | en_US |
| dc.subject | BSDE, Poisson point process, stochastic variational inequality, nonlinear expectation, Girsanov nonlinear transformation | en_US |
| dc.title | Some new stochastic forms of Gronwall–Bellman inequalities and their applications | en_US |
| dc.type | Article | en_US |
| Collection(s) : | Articles | |
Fichier(s) constituant ce document :
| Fichier | Description | Taille | Format | |
|---|---|---|---|---|
| Some new stochastic forms of Gronwall–Bellman inequalities and their-1.pdf | The theory of stochastic differential equations is a generalization of ordinary differential equations, it is developed in order to modulate physical, biological and economic phenomena,whose random aspect is a deciding factor. In the stochastic field, the Gronwall lemma is used for the study of the existence and uniqueness of solutions of stochastic differential equations. Several forms of the Gronwall inequality have been given for the integral of Itô [1, 4]. In this paperwe will give other forms of the Gronwall inequality for the Itô and Startonovich integral, which can be applied in various cases to show the existence and uniqueness of solutions for nonlinear SDE. | 399,09 kB | Adobe PDF | Voir/Ouvrir |
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