A stochastic Gronwall lemma revisited

Author(s):  
Cloud Makasu

A stochastic integral inequality of the Gronwall type is established. The result complements a stochastic Gronwall lemma proved by Scheutzow3.

Author(s):  
Cloud Makasu

We prove a stochastic Gronwall lemma of the convolution type. Our results extend that of Scheutzow [A stochastic Gronwall lemma, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 16 (2013) 1350019], and the related results established in the non-convolution case. The proofs of the present results are essentially based on the Métivier–Pellaumail inequality for semimartingales.


Author(s):  
MICHAEL SCHEUTZOW

We prove a stochastic Gronwall lemma of the following type: if Z is an adapted non-negative continuous process which satisfies a linear integral inequality with an added continuous local martingale M and a process H on the right-hand side, then for any p ∈ (0, 1) the pth moment of the supremum of Z is bounded by a constant κp (which does not depend on M) times the pth moment of the supremum of H. Our main tool is a martingale inequality which is due to D. Burkholder. We provide an alternative simple proof of the martingale inequality which provides an explicit numerical value for the constant cp appearing in the inequality which is at most four times as large as the optimal constant.


2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Slavko Simić ◽  
Bandar Bin-Mohsin

AbstractIn this article we give two possible generalizations of the Hermite–Hadamard integral inequality for the class of twice differentiable functions, where the convexity property of the target function is not assumed in advance. They represent a refinement of this inequality in the case of convex/concave functions with numerous applications.


2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Yi-Xia Li ◽  
Muhammad Aamir Ali ◽  
Hüseyin Budak ◽  
Mujahid Abbas ◽  
Yu-Ming Chu

AbstractIn this paper, we offer a new quantum integral identity, the result is then used to obtain some new estimates of Hermite–Hadamard inequalities for quantum integrals. The results presented in this paper are generalizations of the comparable results in the literature on Hermite–Hadamard inequalities. Several inequalities, such as the midpoint-like integral inequality, the Simpson-like integral inequality, the averaged midpoint–trapezoid-like integral inequality, and the trapezoid-like integral inequality, are obtained as special cases of our main results.


2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Bing He ◽  
Yong Hong ◽  
Zhen Li

AbstractFor the Hilbert type multiple integral inequality $$ \int _{\mathbb{R}_{+}^{n}} \int _{\mathbb{R}_{+}^{m}} K\bigl( \Vert x \Vert _{m,\rho }, \Vert y \Vert _{n, \rho }\bigr) f(x)g(y) \,\mathrm{d} x \,\mathrm{d} y \leq M \Vert f \Vert _{p, \alpha } \Vert g \Vert _{q, \beta } $$ ∫ R + n ∫ R + m K ( ∥ x ∥ m , ρ , ∥ y ∥ n , ρ ) f ( x ) g ( y ) d x d y ≤ M ∥ f ∥ p , α ∥ g ∥ q , β with a nonhomogeneous kernel $K(\|x\|_{m, \rho }, \|y\|_{n, \rho })=G(\|x\|^{\lambda _{1}}_{m, \rho }/ \|y\|^{\lambda _{2}}_{n, \rho })$ K ( ∥ x ∥ m , ρ , ∥ y ∥ n , ρ ) = G ( ∥ x ∥ m , ρ λ 1 / ∥ y ∥ n , ρ λ 2 ) ($\lambda _{1}\lambda _{2}> 0$ λ 1 λ 2 > 0 ), in this paper, by using the weight function method, necessary and sufficient conditions that parameters p, q, $\lambda _{1}$ λ 1 , $\lambda _{2}$ λ 2 , α, β, m, and n should satisfy to make the inequality hold for some constant M are established, and the expression formula of the best constant factor is also obtained. Finally, their applications in operator boundedness and operator norm are also considered, and the norms of several integral operators are discussed.


2021 ◽  
Vol 209 ◽  
pp. 112366
Author(s):  
Fábio R. dos Santos ◽  
Sylvia F. da Silva

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