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Abstract
In this paper, we establish some new nonlinear integral inequalities of Gronwall type for Itô integrals. These inequalities generalize some inequalities which can be used in applications as handy tools to study the qualitative as well as quantitative properties of solutions of some stochastic differential equations. We will use this inequalities to show the existence and uniqueness of solutions for nonlinear EDS.
Received: 2014-5-3
Accepted: 2015-4-14
Published Online: 2015-8-7
Published in Print: 2015-9-1
© 2015 by De Gruyter