A comparison theorem for stochastic equations with Volterra drifts

DOI10.1214/AOP/1176991173zbMath0681.60054OpenAlexW1994226876MaRDI QIDQ1823545

Constantin Tudor

Publication date: 1989

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991173

zbMATH Keywords

comparison theoremstrong solutionscontinuous martingaleVolterra drifts

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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Comparison theorems for some backward stochastic Volterra integral equations

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