Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients (Q1956527)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients |
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Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients (English)
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22 September 2010
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reflected stochastic differential equations (reflected sdes)
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non-Lipschitzian coefficients
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strong comparison theorem
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