Stochastic monotonicity and order-preservation for a type of nonlinear semigroups

DOI10.1016/J.SPL.2012.10.002MaRDI QIDQ1933763zbMATH OpenOpenAlexFDO

Authors Na Zhang, Guangyan Jia

Publication date 25 January 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.10.002

zbMATH Keywords

monotonicitynonlinear semigrouporder-preservationFBSDE

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Recommendations

• Nonlinear monotone semigroups and viscosity solutions
• B-bounded nonlinear semigroups
• A semigroup approach to nonlinear Lévy processes
• Semilinear stochastic evolution equations with monotone nonlinearities
• A fixed point result for semigroups of monotone operators and a solution of discontinuous nonlinear functional-differential equations

Cited in

(1)

• On monotonicity and order-preservation for multidimensional \(G\)-diffusion processes

This page was built for publication: Stochastic monotonicity and order-preservation for a type of nonlinear semigroups

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1933763)