On the strong comparison theorems for solutions of stochastic differential equations

DOI10.1007/BF00531971zbMath0468.60056MaRDI QIDQ3921921

Toshio Yamada, Yukio Ogura

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

non-contact propertystrong comparison problems

Mathematics Subject Classification ID

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

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Cites Work

• A comparison theorem for solutions of stochastic differential equations and its applications
• Théoremes de comparaison en géométrie Riemannienne
• On a comparison theorem for solutions of stochastic differential equations and its applications
• On the uniqueness of solutions of stochastic differential equations
• A new comparison theorem for solutions of stochastic differential equations
• COMPARISON THEOREMS FOR SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS
• Local Behaviour of Solutions of Stochastic Integral Equations
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