  The aim of this work is to obtain discrete versions of stochastic Gronwall
inequalities involving demimartingale sequences. The results generalize the
respective theorems for martingales provided by Kruse and Scheutzow (2018) and
Hendy et al. (2022). Moreover, we present an application which provides an
upper bound for the a priori estimate of the backward Euler-Maruyama numerical
scheme.
