A note on a comparison theorem for equations with different diffusions
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Publication:3948397
DOI10.1080/17442508208833200zbMath0487.60048OpenAlexW1972339889MaRDI QIDQ3948397
Mark H. A. Davis, Leonid I. Galtchouk
Publication date: 1982
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508208833200
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48)
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