Comparison theorem for stochastic functional differential equations and applications
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- A comparison theorem for solutions of stochastic differential equations and its applications
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
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- Comparison theorems for stochastic differential equations in finite and infinite dimensions
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- Invariance and monotonicity for stochastic delay differential equations
- Mean stochastic comparison of diffusions
- Monotone random systems theory and applications
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Cited in
(16)- Comparison theorem for stochastic differential delay equations with jumps
- Quasimonotone random and stochastic functional differential equations with applications
- Almost sure and pth moment stability of uncertain differential equations with time-varying delay
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- Comparison principles for Hadamard-type fractional differential equations
- Comparison theorems for Caputo-Hadamard fractional differential equations
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- Comparison theorem for distribution-dependent neutral SFDEs
- Periodic solutions for SDEs through upper and lower solutions
- A comparison theorem for stochastic equations in infinite dimensions and applications
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- Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion
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- On comparison results for neutral stochastic differential equations of reaction-diffusion type in \(L_2(\mathbb{R}^d)\)
- Remarks and corrections on ``an existence theorem for stochastic functional differential equations with delays under weak assumptions, statistics and probability letters 78, 2008 by N. Halidias and Y. Ren
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