A comparison theorem for solutions of stochastic differential equations and its applications

zbMath0376.60065MaRDI QIDQ1245529

Shinzo Watanabe, Nobuyuki Ikeda

Publication date: 1977

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Diffusion processes (60J60)

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