JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2022, Vol. 57 ›› Issue (6): 94-101.doi: 10.6040/j.issn.1671-9352.0.2021.451

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Generalization of Gronwalls inequality and applications

WANG Xiao-huan1, LÜ Guang-ying1*, DAI Li-jie2   

  1. 1. College of Mathematics and Statistics, Nanjing University of Information Science and Technology, Nanjing 210044, Jiangsu, China;
    2. School of Mathematics and Statistics, Henan University, Kaifeng 475001, Henan, China
  • Published:2022-06-10

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Abstract: The classical Gronwalls inequality is generalized and a Gronwalls inequality with multiple singularity points is obtained. Then the existence and uniqueness of solutions to stochastic fractional order differential equations is obtained by using the obtained inequality.

Key words: Gronwalls inequality, stochastic fractional differential equations, uniqueness

CLC Number: 

  • O212.1
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