On Monotonicity and Order-Preservation for MultidimensionalG-Diffusion Processes

DOI10.1080/07362994.2014.973966zbMath1310.60085arXiv1402.4633OpenAlexW1974459846MaRDI QIDQ4981995

Guangyan Jia, Peng Luo

Publication date: 23 March 2015

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.4633

zbMATH Keywords

monotonicitycomparison theorem\(G\)-SDEorder preservation\(G\)-diffusion processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

Related Items (2)

Comparison theorem for path dependent SDEs driven by G-Brownian motion ⋮ Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance

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