Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations
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Publication:2490066
DOI10.1016/j.spa.2005.08.004zbMath1096.60026MaRDI QIDQ2490066
Publication date: 28 April 2006
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2005.08.004
Stochastic differential equation with jumps; Viability condition; Viscosity solution of a linear parabolic partial differential equation
34F05: Ordinary differential equations and systems with randomness
34C11: Growth and boundedness of solutions to ordinary differential equations
60H20: Stochastic integral equations
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