A new comparison theorem for solutions of stochastic differential equations

DOI10.1080/17442508008833148zbMath0428.60070OpenAlexW1998059917MaRDI QIDQ3865236

George L. O'Brien

Publication date: 1980

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508008833148

zbMATH Keywords

comparison theoremstochastic differential equations

Mathematics Subject Classification ID

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

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