Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem

DOI10.1080/03610926.2021.1914098OpenAlexW3156958163MaRDI QIDQ5875228

Xuejun Shi

Publication date: 3 February 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1914098

zbMATH Keywords

stochastic differential equationcomparison theoremviability property

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic analysis (60H99)

Related Items (1)

Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application

Cites Work

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