Strong comparison of solutions of one-dimensional stochastic differential equations

DOI10.1016/0304-4149(90)90092-7zbMath0718.60060MaRDI QIDQ2639424

Marek Rutkowski, Youssef Ouknine

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0304-4149(90)90092-7

zbMATH Keywords

comparison properties; non-confluence property of solutions

Mathematics Subject Classification ID

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

60J60: Diffusion processes

60G17: Sample path properties

Related Items

Flows of homeomorphisms of stochastic differential equations with measurable drift, Sur l'existence de solutions d'équations différentielles stochastiques progréssives rétrogrades couplées

Cites Work

• On pathwise uniqueness and comparison of solutions of one-dimensional stochastic differential equations
• On a comparison theorem for solutions of stochastic differential equations and its applications
• One-dimensional stochastic differential equations involving a singular increasing process
• On the non‐confluent property of solutions of one‐dimensional stochastic differential equations
• Strong solutions of stochastic differential equations involving local times
• On the strong comparison theorems for solutions of stochastic differential equations
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