Metadata only
Datum
2016-05-30Typ
- Working Paper
ETH Bibliographie
yes
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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. Mehr anzeigen
Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
arXivSeiten / Artikelnummer
Verlag
Cornell UniversityThema
Gronwall–Bellman inequalities; Integral inequalities; Semi-finite measuresOrganisationseinheit
03658 - Schweizer, Martin / Schweizer, Martin
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Förderung
150101 - Financial markets with small frictions: from individual investors towards equilibria (SNF)
Zugehörige Publikationen und Daten
Is previous version of: http://hdl.handle.net/20.500.11850/126598
ETH Bibliographie
yes
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