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Date
2016-05-30Type
- Working Paper
ETH Bibliography
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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. Show more
Publication status
publishedExternal links
Journal / series
arXivPages / Article No.
Publisher
Cornell UniversitySubject
Gronwall–Bellman inequalities; Integral inequalities; Semi-finite measuresOrganisational unit
03658 - Schweizer, Martin / Schweizer, Martin
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Funding
150101 - Financial markets with small frictions: from individual investors towards equilibria (SNF)
Related publications and datasets
Is previous version of: http://hdl.handle.net/20.500.11850/126598
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ETH Bibliography
yes
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