A note on a comparison theorem for equations with different diffusions

DOI10.1080/17442508208833200zbMATH Open0487.60048OpenAlexW1972339889MaRDI QIDQ3948397FDOQ3948397

Authors: Mark H. A. Davis, L. Galtchouk 

Publication date: 1982

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508208833200

zbMATH Keywords

comparison theorem

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• A new comparison theorem for solutions of stochastic differential equations

Cited In (17)

• Comparison theorem for stochastic differential delay equations with jumps
• Distribution dependent stochastic differential equations
• Comparison theorems for some backward stochastic Volterra integral equations
• EXISTENCE AND STABILITY OF SOLUTIONS OF STOCHASTIC SEMILINEAR FUNCTIONAL DIFFERENTIAL EQUATIONS
• On comparison theorem for optional SDEs via local times and applications
• Comparison theorem for distribution-dependent neutral SFDEs
• Stochastic comparisons of Itô processes
• On monotonicity and order-preservation for multidimensional \(G\)-diffusion processes
• Stochastic comparison of solutions of stochastic functional differential equations
• Comparison theorem of one-dimensional stochastic hybrid delay systems
• Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations
• Order preservation for path-distribution dependent SDEs
• Multiple Solutions to Stochastic Differential Delay Equations and a Related Comparison Theorem
• On comparison results for neutral stochastic differential equations of reaction-diffusion type in \(L_2(\mathbb{R}^d)\)
• Order preservation for multidimensional stochastic functional differential equations with jumps
• Comparison of semimartingales and Lévy processes
• Comparison theorem for path dependent SDEs driven by \(G\)-Brownian motion

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