A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales

DOI10.1016/S0304-4149(98)00051-9zbMath0934.60053MaRDI QIDQ1807276

Xiaodong Ding, Rangquan Wu

Publication date: 18 November 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

comparison theorem; semimartingales; stochastic differential inequality

Mathematics Subject Classification ID

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

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Cites Work

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