A comparison theorem for stochastic equations of optional semimartingales (Q4584280)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6929102
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A comparison theorem for stochastic equations of optional semimartingales |
scientific article; zbMATH DE number 6929102 |
Statements
A comparison theorem for stochastic equations of optional semimartingales (English)
0 references
29 August 2018
0 references
stochastic integral equations
0 references
stochastic differential equations
0 references
non-Lipschitz condition
0 references
optional semimartingales
0 references
ladlag processes
0 references
comparison theorem
0 references
existence and uniqueness
0 references
0 references
0 references
0 references
0.8756247162818909
0 references
0.8669757843017578
0 references
0.8409831523895264
0 references
0.8300145268440247
0 references
