The behavior of solutions of stochastic differential inequalities
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Publication:1902867
DOI10.1007/BF01246336zbMath0844.60031MaRDI QIDQ1902867
Publication date: 27 August 1996
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Related Items (13)
Comparison of systems of stochastic partial differential equations ⋮ Nonlinear conservation laws for the Schrödinger boundary value problems of second order ⋮ A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient ⋮ Comparison theorems for the multidimensional BDSDEs and applications ⋮ A comparison theorem for stochastic differential equations under the Novikov condition ⋮ Semi-discrete approximations for stochastic differential equations and applications ⋮ RETRACTED: Solvability of boundary value problems for the general Schrödinger equation via Schrödinger-type identity methods ⋮ Stochastic population growth in spatially heterogeneous environments: the density-dependent case ⋮ Order preservation for multidimensional stochastic functional differential equations with jumps ⋮ On the stochastic heat equation with spatially-colored random forcing ⋮ A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient ⋮ On the collapse of trial solutions for a damped-driven nonlinear Schrödinger equation ⋮ A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales
Cites Work
- Comparison theorems for stochastic differential equations in finite and infinite dimensions
- On the uniqueness of solutions of stochastic differential equations
- Comparison theorems for stochastic differential inequalities and an application to reaction–diffusion equations with random sources
- Local Behaviour of Solutions of Stochastic Integral Equations
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