A Comparison Theorem for Solutions of Stochastic Differential Equations and its Applications
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Publication:3736647
DOI10.2307/2044811zbMath0601.60061OpenAlexW3141172121MaRDI QIDQ3736647
Publication date: 1984
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2044811
comparison theoremCarathéodory conditionsexplosion timesmooth approximationasymptotic estimations for the paths of diffusion processes
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)
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