On the comparison theorem for multi-dimensional stochastic differential equations with jumps

DOI10.1360/012011-196zbMath1488.60161OpenAlexW2323240990MaRDI QIDQ5017740

Xue-hong Zhu

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/012011-196

zbMATH Keywords

viscosity solutioncomparison theoremviability property

Mathematics Subject Classification ID

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

Related Items (5)

Order preservation for path-distribution dependent SDEs ⋮ Comparison theorem for path dependent SDEs driven by G-Brownian motion ⋮ Order preservation for multidimensional stochastic functional differential equations with jumps ⋮ Comparison theorem for distribution-dependent neutral SFDEs ⋮ On the comparison theorem for multi-dimensional \(G\)-SDEs

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