Browsing Research Articles (Mathematics) by Subject "Burkholder inequalities"
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A note on the stochastic version of the Gronwall lemma
(Taylor & Francis Group, 2022)We prove a stochastic version of the Gronwall lemma assuming that the underlying martingale has a terminal random value in Lp, where 1 p < 1: The proof of the present result is mainly based on a sharp martingale inequality ...