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The main result provides necessary and sufficient conditions such that \\(x_2 \\geq x_1\\) implies \\(X_s^2\\geq X_s^1\\) for all \\(s\\in[t,T]\\) almost surely for all \\(t\\leq T\\). For the proof they recast the above two equations into one two-dimensional system with solution \\(X^{t,x}\\in R^2\\) and impose the constraint that this solution stays in the closed subspace \\(K=\\{(y_1,y_2):y_1\\leq y_2\\}\\) of \\(R^2\\) and rephrase the comparison problem in terms of viscosity solutions of linear parabolic partial differential 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