Comparison theorems for stochastic differential equations in finite and infinite dimensions
From MaRDI portal
Publication:1338758
DOI10.1016/0304-4149(94)90055-8zbMath0809.60074OpenAlexW1981761191MaRDI QIDQ1338758
Publication date: 7 December 1994
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)90055-8
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (35)
Comparison theorems for neutral stochastic functional differential equations ⋮ An approximation result for a class of stochastic heat equations with colored noise ⋮ Non-random Invariant Sets for Some Systems of Parabolic Stochastic Partial Differential Equations ⋮ Asymptotic behavior of a stochastic HIV model with Beddington-DeAngelis functional response ⋮ Stochastic Lotka-Volterra food chains ⋮ The behavior of solutions of stochastic differential inequalities ⋮ Об устойчивости и теоремах сравнения для систем стохастических дифференциальных уравнений ⋮ A comparison theorem for stochastic equations of optional semimartingales ⋮ General nonlinear stochastic systems motivated by chemostat models: complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment ⋮ Stochastic population growth in spatially heterogeneous environments ⋮ Persistence, extinction, and boundedness in pth moment of hybrid stochastic logistic systems by delay feedback control based on discrete-time observation ⋮ Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators ⋮ Plankton growth dynamic driven by plankton body size in deterministic and stochastic environments ⋮ Dynamics of stochastic predator-prey models with Holling II functional response ⋮ Qualitative analysis of stochastically perturbed SIRS epidemic model with two viruses ⋮ Comparison theorems for the multidimensional BDSDEs and applications ⋮ On applying comparison theorems to studying stability with probability 1 of stochastic differential equations ⋮ Paradox of enrichment in a stochastic predator-prey model ⋮ Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations ⋮ Stochastic population growth in spatially heterogeneous environments: the density-dependent case ⋮ Stochastic comparison of solutions of stochastic functional differential equations ⋮ Comparison theorem for stochastic functional differential equations and applications ⋮ Existence-uniqueness and exponential estimate of pathwise solutions of retarded stochastic evolution systems with time smooth diffusion coefficients ⋮ A COMPARISON THEOREM FOR STOCHASTIC EQUATIONS IN INFINITE DIMENSIONS AND APPLICATIONS ⋮ MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL g‐EXPECTATION ⋮ Sharp asymptotics of metastable transition times for one dimensional SPDEs ⋮ Comparison theorems for some backward stochastic Volterra integral equations ⋮ LINKED RECURSIVE PREFERENCES AND OPTIMALITY ⋮ Comparison theorems for forward backward SDEs ⋮ Stochastic comparisons for stochastic heat equation ⋮ High-dimensional central limit theorems for a class of particle systems ⋮ A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales ⋮ Semi-discrete semi-linear parabolic SPDEs ⋮ On Comparison Results for Neutral Stochastic Differential Equations of Reaction-Diffusion Type in L2(ℝd) ⋮ On Monotonicity and Order-Preservation for MultidimensionalG-Diffusion Processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An infinite dimensional stochastic differential equation with state space C(\({\mathbb{R}})\)
- Qualitative behaviour of solutions of stochastic reaction-diffusion equations
- Comparison methods for a class of function valued stochastic partial differential equations
- Random motion of strings and related stochastic evolution equations
- Existence and Uniqueness of a Solution of a Reaction‐Diffusion Equation with Polynomial Nonlinearity and White Noise Disturbance
- On the Cauchy Problem for Reaction-Diffusion Equations with White Noise
- Existence and uniqueness of solutionsto volterra's population equation with diffusion and noise
- Local Behaviour of Solutions of Stochastic Integral Equations
This page was built for publication: Comparison theorems for stochastic differential equations in finite and infinite dimensions