This article relies too much on references to primary sources. Please improve this by adding secondary or tertiary sources.(September 2021) (Learn how and when to remove this template message)
Stochastic Gronwall inequality is a generalization of Gronwall's inequality and has been used for proving the well-posedness of path-dependent stochastic differential equations with local monotonicity and coercivity assumption with respect to supremum norm.[1][2]
^ abcMehri, Sima; Scheutzow, Michael (2021). "A stochastic Gronwall lemma and well-posedness of path-dependent SDEs driven by martingale noise". Latin Americal Journal of Probability and Mathematical Statistics. 18: 193-209. doi:10.30757/ALEA.v18-09.
^ abvon Renesse, Max; Scheutzow, Michael (2010). "Existence and uniqueness of solutions of stochastic functional differential equations". Random Oper. Stoch. Equ. 18 (3): 267-284. doi:10.1515/rose.2010.015.
Categories:
Stochastic differential equations
Probabilistic inequalities
Hidden categories:
Articles lacking reliable references from September 2021