Multiple Solutions to Stochastic Differential Delay Equations and a Related Comparison Theorem

DOI10.1080/07362994.2013.777284zbMath1273.60073OpenAlexW2018908955MaRDI QIDQ2844025

Zhe Yang, Lifeng Wei, Robert J. Elliott

Publication date: 27 August 2013

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

Full work available at URL: https://doi.org/10.1080/07362994.2013.777284

zbMATH Keywords

comparison theoremstochastic differential equationsmultiple solutionsstochastic differential delay equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Cites Work

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• Comparison theorem for stochastic differential delay equations with jumps
• Backward stochastic differential equations with continuous coefficient
• Comparison theorem of one-dimensional stochastic hybrid delay systems
• Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations
• A note on a comparison theorem for equations with different diffusions
• A note on comparison theorems for stochastic differential equations with respect to semimartingales
• Stochastic Differential Equations with Markovian Switching

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