Discrete Grönwall inequalities for demimartingales
The aim of this work is to obtain discrete versions of stochastic Gronwall inequalities involving demimartingale sequences. The results generalize the respective theorems for martingales provided by Kruse and Scheutzow (2018) and Hendy et al. (2022). Moreover, we present an application which provides an upper bound for the a priori estimate of the backward Euler-Maruyama numerical scheme.
Authors
- Milto Hadjikyriakou
- Б. Л. С. Пракаса Рао (ORCID: https://orcid.org/0000-0002-9889-2304)
Institutions
- University of Lancashire (GB)
- CR Rao Advanced Institute of Mathematics, Statistics and Computer Science (IN)
Publication Details
- Journal
- Communication in Statistics- Theory and Methods
- Published
- 2025-05-06
- DOI
- https://doi.org/10.1080/03610926.2025.2495337
- Primary Topic
- Nonlinear Differential Equations Analysis
- Type
- article
- Field-Weighted Citation Impact
- 0.00