On comparison theorem for optional SDEs via local times and applications (Q5086909)

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scientific article; zbMATH DE number 7554289
Language Label Description Also known as
English
On comparison theorem for optional SDEs via local times and applications
scientific article; zbMATH DE number 7554289

    Statements

    title
    On comparison theorem for optional SDEs via local times and applications (English)
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    author
    Mohamed N. Abdelghani
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    Andrey Pak
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    Alexander V. Melnikov
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    published in
    Stochastics
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    publication date
    8 July 2022
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    zbMATH Keywords
    comparison theorem
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    local time
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    laglad processes
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    non-Lipschitz condition
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    cites work
    Optional Processes
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    Q4142412
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    Q3896310
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    Q3732655
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    Q3734794
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    Q3807603
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    Q3862800
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    Q4142430
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    Q3945324
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    Q3746600
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60G44
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    60H20
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    zbMATH DE Number
    7554289
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    OpenAlex ID
    W3199769527
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