Stochastic comparison of solutions of stochastic functional differential equations

DOI10.4171/ZAA/1336zbMath1136.60341MaRDI QIDQ2475494

Luo, Jiaowan

Publication date: 11 March 2008

Published in: Zeitschrift für Analysis und ihre Anwendungen (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Cites Work

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• Comparison theorems for stochastic differential equations in finite and infinite dimensions
• On the uniqueness of solutions of stochastic differential equations
• A Comparison Theorem for Solutions of Stochastic Differential Equations and its Applications
• A new comparison theorem for solutions of stochastic differential equations
• A note on a comparison theorem for equations with different diffusions
• Comparison of solutions of stochastic equations and applications

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