A Comparison Theorem for Solutions of Stochastic Differential Equations and its Applications

DOI10.2307/2044811zbMath0601.60061OpenAlexW3141172121MaRDI QIDQ3736647

Zhi Yuan Huang

Publication date: 1984

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2044811

zbMATH Keywords

comparison theoremCarathéodory conditionsexplosion timesmooth approximationasymptotic estimations for the paths of diffusion processes

Mathematics Subject Classification ID

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

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