Stochastic monotonicity and order-preservation for a type of nonlinear semigroups

DOI10.1016/J.SPL.2012.10.002zbMath1261.60059OpenAlexW2028598591MaRDI QIDQ1933763

Na Zhang, Guangyan Jia

Publication date: 25 January 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.10.002

zbMATH Keywords

monotonicitynonlinear semigrouporder-preservationFBSDE

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (1)

On Monotonicity and Order-Preservation for MultidimensionalG-Diffusion Processes

This page was built for publication: Stochastic monotonicity and order-preservation for a type of nonlinear semigroups