A note on comparison theorems for stochastic differential equations with respect to semimartingales

DOI10.1080/17442509108833726zbMath0739.60049MaRDI QIDQ3986622

Xuerong Mao

Publication date: 27 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833726

zbMATH Keywords

comparison theorem; semimartingales; stochastic differential equations; Lyapunov-like function

Mathematics Subject Classification ID

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

93E15: Stochastic stability in control theory

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