On a comparison theorem for solutions of stochastic differential equations and its applications

DOI10.1215/KJM/1250523321zbMath0277.60047OpenAlexW1552480460MaRDI QIDQ1393898

Toshio Yamada

Publication date: 1973

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250523321

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60)

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