Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations
From MaRDI portal
Publication:2490066
DOI10.1016/j.spa.2005.08.004zbMath1096.60026OpenAlexW2038174784MaRDI 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 jumpsViability conditionViscosity solution of a linear parabolic partial differential equation
Ordinary differential equations and systems with randomness (34F05) Growth and boundedness of solutions to ordinary differential equations (34C11) Stochastic integral equations (60H20)
Related Items
Robustness of Delta Hedging in a Jump-Diffusion Model, The impact of nonlinear perturbation to the dynamics of HIV model, Captive jump processes for bounded random systems with discontinuous dynamics, Ecological effects of predator harvesting and environmental noises on oceanic coral reefs, Persistence and periodic measure of a stochastic predator–prey model with Beddington–DeAngelis functional response, Stationary distribution and probability density function of a stochastic waterborne pathogen model with logistic growth, Analysis of an eco‐epidemiological system with Lévy noise, Higher order stochastically perturbed SIRS epidemic model with relapse and media impact, The impact of Lévy noise on the threshold dynamics of a stochastic susceptible‐vaccinated‐infected‐recovered epidemic model with general incidence functions, Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises, Comparison theorems for neutral stochastic functional differential equations, Dynamical behavior of a higher order stochastically perturbed SIRI epidemic model with relapse and media coverage, Analysis of a stochastic logistic model with diffusion and Ornstein–Uhlenbeck process, Analysis on stochastic delay Lotka-Volterra systems driven by Lévy noise, Analysis of a stochastic ratio-dependent predator-prey model driven by Lévy noise, Stationary distribution and extinction of a stochastic dengue epidemic model, Dynamical behavior of a higher order stochastically perturbed HIV/AIDS model with differential infectivity and amelioration, Stochastic nonautonomous Gompertz model with Lévy jumps, Analysis of a predator-prey model with Lévy jumps, Threshold conditions for stochastic coexistence of a competition model with Gompertz growth, Dynamics of stochastic delay Lotka-Volterra systems with impulsive toxicant input and Lévy noise in polluted environments, Threshold behavior in a stochastic predator-prey model with general functional response, Modeling the interaction of birds and small fish in a coastal lagoon, Qualitative analysis of an HIV/AIDS model with treatment and nonlinear perturbation, Stationary distribution and ergodicity of a stochastic food-chain model with Lévy jumps, Stability of a three-species stochastic delay predator-prey system with Lévy noise, Stationary distribution and extinction of a stochastic HIV-1 model with Beddington-DeAngelis infection rate, Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes, Optimal harvesting for a stochastic Lotka-Volterra predator-prey system with jumps and nonselective harvesting hypothesis, Threshold dynamics in a stochastic chemostat model under regime switching, On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps, Persistence and extinction of a modified Leslie–Gower Holling-type II two-predator one-prey model with Lévy jumps, Dynamics of a stochastic population model with Allee effect and jumps, Dynamical behavior of a stochastic sei epidemic model with saturation incidence and logistic growth, Dynamics of a stochastic SICA epidemic model for HIV transmission with higher-order perturbation, Analysis on stochastic food-web model with intraguild predation and mixed functional responses, Order preservation for path-distribution dependent SDEs, Dynamics of a two-predator one-prey stochastic delay model with Lévy noise, Dynamical behavior of stochastic multigroup S-DI-A epidemic models for the transmission of HIV, Optimal harvesting policies for a stochastic food-chain system with Markovian switching, Periodic solutions of stochastic functional differential equations with jumps via viability, Dynamics of a stochastic multigroup SEI epidemic model, Virus dynamic behavior of a stochastic HIV/AIDS infection model including two kinds of target cell infections and CTL immune responses, Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion, Dynamics of a Leslie-Gower Holling-type II predator-prey system with Lévy jumps, Dynamics of a stochastic HIV/AIDS model with treatment under regime switching, Comparison theorem for path dependent SDEs driven by G-Brownian motion, Stationary distribution and extinction of a stochastic multigroup DS-DI-a model for the transmission of HIV, Mean–field moral hazard for optimal energy demand response management, Ergodic stationary distribution and extinction of stochastic delay chemostat system with Monod-Haldane functional response and higher-order Lévy jumps, Analysis of a stochastic HBV infection model with DNA-containing capsids and virions, Host vector dynamics of a nonlinear pine wilt disease model in deterministic and stochastic environments, Stationary distribution and extinction of a stochastic predator-prey model with distributed delay, A novel mathematical analysis and threshold reinforcement of a stochastic dengue epidemic model with Lévy jumps, Analysis of a stochastic mutualism model, Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization, Stationary distribution and ergodicity of a stochastic cholera model with multiple pathways of transmission, The effect of Lévy noise and white noise on a Leslie-gower predator-prey system with prey refuge, Well-posedness and asymptotic behaviors for a predator-prey system with Lévy noise, An improvement of the extinction sufficient conditions for a higher-order stochastically disturbed AIDS/HIV model, Coupling for Markovian switching jump-diffusions, Competitive Lotka-Volterra population dynamics with jumps, Environmental variability in a stochastic HIV infection model, LG-Holling type II diseased predator ecosystem with Lévy noise and white noise, Comparison theorem for stochastic differential delay equations with jumps, Stationary distribution and extinction of a stochastic one-prey two-predator model with Holling type II functional response, Viability for stochastic differential equations driven by \(G\)-Brownian motion, On applying comparison theorems to studying stability with probability 1 of stochastic differential equations, Permanence of a stochastic delay competition model with Levy jumps, Asymptotic behavior of a stochastic non-autonomous predator-prey system with jumps, Optimal harvesting for a stochastic N-dimensional competitive Lotka-Volterra model with jumps, A remark on one non-autonomous stochastic Gompertz model with delay, Comparison theorem of one-dimensional stochastic hybrid delay systems, A Necessary condition on comparison theorem for one-dimensional stochastic differential equation, Comparison theorem for stochastic functional differential equations and applications, Order preservation for multidimensional stochastic functional differential equations with jumps, On a stochastic delayed predator-prey model with Lévy jumps, Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources, Dynamics of a stochastic multi-strain SIS epidemic model driven by Lévy noise, Stochastic Lotka-Volterra systems with Lévy noise, Comparison theorems for some backward stochastic Volterra integral equations, Comparison theorem for distribution-dependent neutral SFDEs, Dynamics of a stochastic Holling II one-predator two-prey system with jumps, Periodic solutions for SDEs through upper and lower solutions, Dynamics of a stochastic predator-prey model with stage structure for predator and Holling type II functional response, Dynamics of a stochastic three-species food web model with omnivory and ratio-dependent functional response, Brownian bridges to submanifolds, Stationary distribution and extinction of a stochastic predator-prey model with herd behavior, The effect of Lévy noise on the survival of a stochastic competitive model in an impulsive polluted environment, The impact of virus carrier screening and actively seeking treatment on dynamical behavior of a stochastic HIV/AIDS infection model, Dynamic analysis of a stochastic toxin-mediated predator-prey model in aquatic environments, Advances in Stabilization of Hybrid Stochastic Differential Equations by Delay Feedback Control, Stationary distribution and extinction of a stochastic HIV-1 infection model with distributed delay and logistic growth, Analysis of a stochastic predator-prey population model with Allee effect and jumps, Analysis on stochastic dynamics of two-consumers-one-resource competing systems with Beddington–DeAngelis functional response, Dynamics of a stochastic SIR epidemic model with distributed delay and degenerate diffusion, Dynamical behavior of a stochastic epidemic model for cholera, Analysis of a stochastic predator–prey model with prey subject to disease and Lévy noise, Multiple Solutions to Stochastic Differential Delay Equations and a Related Comparison Theorem, Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations, Analysis of a stochastic HBV infection model with delayed immune response, On the comparison theorem for multi-dimensional \(G\)-SDEs, DYNAMICS OF A STOCHASTIC THREE SPECIES PREY-PREDATOR MODEL WITH INTRAGUILD PREDATION, Dynamical behavior of a stochastic multigroup staged-progression HIV model with saturated incidence rate and higher-order perturbations, Permanence and extinction for a single-species system with jump-diffusion, Virus infection model under nonlinear perturbation: ergodic stationary distribution and extinction, The influence of quadratic Lévy noise on the dynamic of an SIC contagious illness model: new framework, critical comparison and an application to COVID-19 (SARS-CoV-2) case, Coupling and Exponential Convergence Rate for Markovian Switching Jump Diffusions, Dynamical behavior of a competitive system under the influence of random disturbance and toxic substances
Cites Work
- Unnamed Item
- Unnamed Item
- A comparison theorem for solutions of stochastic differential equations and its applications
- On a comparison theorem for solutions of stochastic differential equations and its applications
- The viability property of controlled jump diffusion processes
- Backward stochastic differential equations and integral-partial differential equations
- A new comparison theorem for solutions of stochastic differential equations
- A note on a comparison theorem for equations with different diffusions
- A note on comparison theorems for stochastic differential equations with respect to semimartingales
- User’s guide to viscosity solutions of second order partial differential equations
- Existence of stochastic control under state constraints
- Local Behaviour of Solutions of Stochastic Integral Equations
