A comparison theorem for stochastic equations of optional semimartingales (Q4584280)
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scientific article; zbMATH DE number 6929102
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison theorem for stochastic equations of optional semimartingales |
scientific article; zbMATH DE number 6929102 |
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A comparison theorem for stochastic equations of optional semimartingales (English)
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29 August 2018
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stochastic integral equations
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stochastic differential equations
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non-Lipschitz condition
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optional semimartingales
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ladlag processes
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comparison theorem
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existence and uniqueness
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