Comparison of solutions of stochastic equations and applications

DOI10.1080/07362990008809665zbMath1017.60064OpenAlexW2061690132MaRDI QIDQ4949462

Guillermo Ferreyra, Padamanbhan Sundar

Publication date: 11 August 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990008809665

zbMATH Keywords

stochastic differential equationscomparison theoremsstochastic finance theory

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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