Об устойчивости и теоремах сравнения для систем стохастических дифференциальных уравнений

DOI10.33048/mattrudy.2019.22.101zbMath1492.60155OpenAlexW4246302500MaRDI QIDQ5088750

A. S. Asylgareev

Publication date: 13 July 2022

Published in: Matematicheskie trudy (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/mt346

zbMATH Keywords

stochastic differential equationItô integralcomparison theoremStratonovich integralstability with probability 1multidimensional Wiener process

Mathematics Subject Classification ID

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

Cites Work

• Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations
• Comparison theorems for stochastic differential equations in finite and infinite dimensions
• A new comparison theorem for solutions of stochastic differential equations
• On integration of systems of stochastic differential equations
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