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Stochastic version of Henry type Gronwall’s inequality. (English) Zbl 1481.60043

Summary: We use Young’s and Hölder inequality combined with classical Gronwall’s inequality to derive present a new version of the stochastic of Gronwall’s inequalities with singular kernels.

MSC:

60E15 Inequalities; stochastic orderings
60G44 Martingales with continuous parameter
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