A COMPARISON THEOREM FOR STOCHASTIC EQUATIONS IN INFINITE DIMENSIONS AND APPLICATIONS

DOI10.1142/S0219493710002917zbMath1207.60043OpenAlexW2068384493MaRDI QIDQ3578406

Mariusz Michta, Nikolaos Halidias

Publication date: 20 July 2010

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493710002917

zbMATH Keywords

comparison theoremincreasing operatorsstochastic equations in Hilbert space

Mathematics Subject Classification ID

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

Cites Work

• Existence, uniqueness and stability of weak solutions of parabolic systems with discontinuous nonlinearities
• Comparison methods for a class of function valued stochastic partial differential equations
• Sandwich theorems for convex operators with values in an ordered vector space
• Comparison theorems for stochastic differential equations in finite and infinite dimensions
• A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales
• Fractional step method for stochastic evolution equations
• A concise course on stochastic partial differential equations
• A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient
• Interest rate models: an infinite dimensional stochastic analysis perspective
• Mean square stability of stochastic Volterra integro-differential equations
• Stochastic partial differential equations and filtering of diffusion processes

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