Comparison theorem for stochastic differential delay equations with jumps

From MaRDI portal
Publication:645022


DOI10.1007/s10440-011-9633-7zbMath1230.34068arXiv1102.2165MaRDI QIDQ645022

Jianhai Bao, Chenggui Yuan

Publication date: 8 November 2011

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.2165


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

34K50: Stochastic functional-differential equations

34K12: Growth, boundedness, comparison of solutions to functional-differential equations


Related Items

Comparison theorem for path dependent SDEs driven by G-Brownian motion, Advances in Stabilization of Hybrid Stochastic Differential Equations by Delay Feedback Control, Ergodic stationary distribution and extinction of stochastic delay chemostat system with Monod-Haldane functional response and higher-order Lévy jumps, Extinction and persistence in a stochastic Nicholson’s model of blowfly population with delay and Lévy noise, Captive jump processes for bounded random systems with discontinuous dynamics, Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises, Optimal harvesting of a stochastic delay competitive model, A remark on one non-autonomous stochastic Gompertz model with delay, Order preservation for path-distribution dependent SDEs, Optimal harvesting for a stochastic predator-prey model with S-type distributed time delays, Permanence and extinction of a stochastic delay logistic model with jumps, Stationary distribution and ergodicity of a stochastic hybrid competition model with Lévy jumps, Stability in distribution of a stochastic competitive Lotka-Volterra system with S-type distributed time delays, On a stochastic Lotka-Volterra competitive system with distributed delay and general Lévy jumps, Comparison theorem for distribution-dependent neutral SFDEs, Distribution dependent stochastic differential equations, Asymptotic behaviors of stochastic epidemic models with jump-diffusion, Optimal harvesting of a competitive n-species stochastic model with delayed diffusions, Dynamics of the stochastic low concentration trimolecular oscillatory chemical system with jumps, Order preservation for multidimensional stochastic functional differential equations with jumps, Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition, Optimal harvesting of a stochastic logistic model with time delay, Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion, Dynamical behavior of a stochastic predator-prey model with general functional response and nonlinear jump-diffusion, Multiple Solutions to Stochastic Differential Delay Equations and a Related Comparison Theorem



Cites Work