Local Behaviour of Solutions of Stochastic Integral Equations

DOI10.2307/1995977zbMATH Open0245.60046OpenAlexW4230033320MaRDI QIDQ5657459FDOQ5657459

Authors: William J. Anderson 

Publication date: 1972

Full work available at URL: https://doi.org/10.2307/1995977

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Lectures on stochastic processes. Notes by K. Muralidhara Rao. Reissued ed
• Equivalence of Markov Processes

Cited In (13)

• Comparison theorem for stochastic differential delay equations with jumps
• Title not available (Why is that?)
• A note on reflecting boundaries for solutions of stochastic differential equations
• Semi-discrete semi-linear parabolic SPDEs
• A chain of interacting particles under strain
• Comparison theorems for stochastic differential equations in finite and infinite dimensions
• Stochastic comparisons of Itô processes
• Comparison theorem of one-dimensional stochastic hybrid delay systems
• A necessary condition on comparison theorem for a one-dimensional stochastic differential equation
• Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations
• The behavior of solutions of stochastic differential inequalities
• On the strong comparison theorems for solutions of stochastic differential equations
• Representation of functions of Markov processes as solutions of stochastic equations

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