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Licensed Unlicensed Requires Authentication Published by De Gruyter August 7, 2015

New inequalities of Gronwall type for the stochastic differential equations

  • Mohamed-Ahmed Boudref EMAIL logo and Ahmed Berboucha


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.

MSC: 60H10; 54C60
Received: 2014-5-3
Accepted: 2015-4-14
Published Online: 2015-8-7
Published in Print: 2015-9-1

© 2015 by De Gruyter

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