Comparison theorem for distribution-dependent neutral SFDEs

DOI10.1007/s00028-020-00595-wzbMath1468.65008arXiv1903.02360OpenAlexW3035867601MaRDI QIDQ2021718

Xing Huang, Chenggui Yuan

Publication date: 27 April 2021

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.02360

zbMATH Keywords

comparison theoremexistence and uniquenessWasserstein distanceorder preservationdistribution-dependent neutral SFDEsstochastic functional delay differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (5)

Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation ⋮ Least squares estimation for distribution-dependent stochastic differential delay equations ⋮ Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion ⋮ Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations ⋮ Distribution dependent stochastic differential equations

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