Comparison theorem for strong solution of two-parameter Poisson type stochastic differential equation

zbMath0704.60056MaRDI QIDQ917162

Xiong Chen

Publication date: 1990

Published in: Chinese Science Bulletin (Search for Journal in Brave)

zbMATH Keywords

comparison theorem for SDEtwo- parameter strong martingaletwo-parameter Poisson random measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

This page was built for publication: Comparison theorem for strong solution of two-parameter Poisson type stochastic differential equation