Stochastic comparisons of Itô processes
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Publication:1208952
DOI10.1016/0304-4149(93)90056-AzbMath0766.60066OpenAlexW1991874872MaRDI QIDQ1208952
Erhan Çinlar, Bruno Bassan, Marco Scarsini
Publication date: 16 May 1993
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(93)90056-a
stochastic comparisonsItô processeslocal characteristicsrandom time changessemi-martingale Hunt processes
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic processes (60G99) Transition functions, generators and resolvents (60J35)
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