Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations

DOI10.1134/S0037446616050025zbMath1361.60039MaRDI QIDQ511326

F. S. Nasyrov, A. S. Asylgareev

Publication date: 15 February 2017

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stabilitycomparison theoremstochastic differential equationssymmetric integrals

Mathematics Subject Classification ID

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

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Cites Work

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• Stochastic differential equations. An introduction with applications.