Stochastic ordering of diffusion process and application on partial differential equations

zbMATH Open1389.60017MaRDI QIDQ3132447FDOQ3132447

Authors: Jianghui Wen, Chao-Zhong Wu, Xingjun Wang 

Publication date: 29 January 2018

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zbMATH Keywords

stochastic orderingstochastic differential equationcomparison theoremdiffusion processespartial differential equation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Diffusion processes (60J60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (7)

• On stochastic ordering for diffusion with jumps and applications
• Stochastic ordering by \(g\)-expectations
• Stochastic order methods applied to stochastic travelling waves
• Title not available (Why is that?)
• Stochastic comparisons of Itô processes
• Captive diffusions and their applications to order-preserving dynamics
• On order-preservation and positive correlations for multidimensional diffusion processes

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