On comparison theorem for optional SDEs via local times and applications

DOI10.1080/17442508.2021.1935953zbMath1496.60059OpenAlexW3199769527MaRDI QIDQ5086909

Mohamed N. Abdelghani, Andrey Pak, Alexander V. Melnikov

Publication date: 8 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2021.1935953

zbMATH Keywords

comparison theoremlocal timenon-Lipschitz conditionlaglad processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integral equations (60H20)

Related Items (1)

Parameter estimation in optional semimartingale regression models

Cites Work

• On a comparison theorem for solutions of stochastic differential equations and its applications
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• One-dimensional stochastic differential equations involving a singular increasing process
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• On Comparison Theorem and its Applications to Finance
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• A new comparison theorem for solutions of stochastic differential equations
• On stochastic equations with respect to semimartingales I.^†
• ON THE THEORY OF STOCHASTIC EQUATIONS IN COMPONENTS OF SEMIMARTINGALES
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• On the Existence of Optional Modifications for Martingales
• On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps
• A comparison theorem for stochastic equations of optional semimartingales
• Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition
• Optional Processes
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