Minimal Conditions for Implications of Gronwall–Bellman Type
METADATA ONLY
Loading...
Author / Producer
Date
2016-05-30
Publication Type
Working Paper
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Abstract
Gronwall-Bellman type inequalities entail the following implication: if a sufficiently integrable function satisfies a certain homogeneous linear integral inequality, then it is nonpositive. We present a minimal (necessary and sufficient) condition on the Borel measure underlying the integrals for this implication to hold. The condition is also a necessary prerequisite for any nontrivial bound on solutions to inhomogeneous linear integral inequalities of Gronwall-Bellman type.
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
Pages / Article No.
1605.09298
Publisher
Cornell University
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Gronwall–Bellman inequalities; Integral inequalities; Semi-finite measures
Organisational unit
03658 - Schweizer, Martin / Schweizer, Martin
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Notes
Funding
150101 - Financial markets with small frictions: from individual investors towards equilibria (SNF)
Related publications and datasets
Is previous version of: