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A comparison principle for stochastic integro-differential equations - MaRDI portal

A comparison principle for stochastic integro-differential equations (Q471058)

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A comparison principle for stochastic integro-differential equations
scientific article

    Statements

    title
    A comparison principle for stochastic integro-differential equations (English)
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    publication date
    13 November 2014
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    zbMATH Keywords
    stochastic integro-differential equations
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    comparison principle
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    Itō's formula
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    Lévy processes
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    Identifiers

    Mathematics Subject Classification ID
    60H15
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    60H20
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    60H05
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    60G51
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    35R09
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    35R60
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    zbMATH DE Number
    6369349
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    OpenAlex ID
    W3103228761
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    arXiv ID
    1210.5926
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