Comparison theorem for distribution-dependent neutral SFDEs
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Abstract: In this paper, the existence and uniqueness of strong solutions to distribution dependent neutral SFDEs are proved. We give the conditions such that the order preservation of these equations holds. Moreover, we show these conditions are also necessary when the coefficients are continuous. Under sufficient conditions, the result extends the one in the distribution independent case, and the necessity of these conditions is new even in distribution independent case.
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Cited in
(7)- Order preservation for path-distribution dependent SDEs
- Distribution dependent stochastic differential equations
- Least squares estimation for distribution-dependent stochastic differential delay equations
- Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion
- Stabilization of stochastic McKean-Vlasov equations with feedback control based on discrete-time state observation
- Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations
- Stability analysis of stochastic McKean-Vlasov equations with discrete observation
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