Comparison theorem for stochastic differential delay equations with jumps
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Publication:645022
DOI10.1007/S10440-011-9633-7zbMATH Open1230.34068arXiv1102.2165OpenAlexW2148319557MaRDI QIDQ645022FDOQ645022
Authors: Jianhai Bao, Chenggui Yuan 
Publication date: 8 November 2011
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Abstract: In this paper we establish a comparison theorem for stochastic differential delay equations with jumps. An example is constructed to demonstrate that the comparison theorem need not hold whenever the diffusion term contains a delay function although the jump-diffusion coefficient could contain a delay function. Moreover, another example is established to show that the comparison theorem is not necessary to be true provided that the jump-diffusion term is non-increasing with respect to the delay variable.
Full work available at URL: https://arxiv.org/abs/1102.2165
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Growth, boundedness, comparison of solutions to functional-differential equations (34K12)
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- Advances in Stabilization of Hybrid Stochastic Differential Equations by Delay Feedback Control
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- Dynamical behavior of a stochastic predator-prey model with general functional response and nonlinear jump-diffusion
- Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition
- Asymptotic behaviors of stochastic epidemic models with jump-diffusion
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