Strong comparison of solutions of one-dimensional stochastic differential equations

DOI10.1016/0304-4149(90)90092-7zbMath0718.60060OpenAlexW1991548795MaRDI QIDQ2639424

Marek Rutkowski, Youssef Ouknine

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(90)90092-7

zbMATH Keywords

comparison propertiesnon-confluence property of solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Sample path properties (60G17)

Related Items (5)

Representation of solutions to sticky stochastic differential equations ⋮ Forward integration of bounded variation coefficients with respect to Hölder continuous processes ⋮ One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients ⋮ Sur l'existence de solutions d'équations différentielles stochastiques progréssives rétrogrades couplées ⋮ Flows of homeomorphisms of stochastic differential equations with measurable drift

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• One-dimensional stochastic differential equations involving a singular increasing process
• On the non‐confluent property of solutions of one‐dimensional stochastic differential equations
• Strong solutions of stochastic differential equations involving local times
• On the strong comparison theorems for solutions of stochastic differential equations

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