On a comparison theorem for solutions of stochastic differential equations and its applications

DOI10.1215/kjm/1250523321zbMath0277.60047MaRDI QIDQ1393898

Toshio Yamada

Publication date: 1973

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250523321

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J65: Brownian motion

60J60: Diffusion processes

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