Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients

DOI10.1007/s11464-007-0005-6zbMath1201.60056OpenAlexW2140690609MaRDI QIDQ1956527

Ruiming Yao, Li Jun Bo

Publication date: 22 September 2010

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-007-0005-6

zbMATH Keywords

non-Lipschitzian coefficientsstrong comparison theoremreflected stochastic differential equations (reflected sdes)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Local time and additive functionals (60J55)

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