Strong comparison of solutions of one-dimensional stochastic differential equations (Q2639424)

First, the authors study the non-confluence property of solutions of a one-dimensional SDE (i.e. on the set where the initial conditions \(X^ 1_ 0,X^ 2_ 0\) are different, the solutions \(X^ 1_ t,X^ 2_ t\) remain different for all t, P-a.s.) giving sufficient conditions. Next, some variants (strong, almost strong) of the comparison properties (if \(X^ 1_ 0<X^ 2_ 0\), then \(X^ 1_ t<X^ 2_ t\) for all t) are discussed, and sufficient conditions are given.