Comparison theorem for stochastic differential delay equations with jumps
From MaRDI portal
Publication:645022
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.
Recommendations
- On the comparison theorem for multi-dimensional stochastic differential equations with jumps
- Comparison theorem for stochastic functional differential equations and applications
- A comparison theorem for backward doubly stochastic differential equations with jumps
- scientific article; zbMATH DE number 1916661
- Comparison theorems for neutral stochastic functional differential equations
Cites work
- scientific article; zbMATH DE number 1639856 (Why is no real title available?)
- A comparison theorem for solutions of stochastic differential equations and its applications
- A delay-dependent stability criterion for systems with uncertain time-invariant delays
- A new comparison theorem for solutions of stochastic differential equations
- A note on a comparison theorem for equations with different diffusions
- A note on comparison theorems for stochastic differential equations with respect to semimartingales
- Anticipated backward stochastic differential equations
- Comparison theorem of one-dimensional stochastic hybrid delay systems
- Local Behaviour of Solutions of Stochastic Integral Equations
- Lévy Processes and Stochastic Calculus
- Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations
- On a comparison theorem for solutions of stochastic differential equations and its applications
- Stochastic Partial Differential Equations with Levy Noise
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
- Theory of stochastic differential equations with jumps and applications.
Cited in
(31)- Dynamical behavior of a stochastic predator-prey model with general functional response and nonlinear jump-diffusion
- On a stochastic Lotka-Volterra competitive system with distributed delay and general Lévy jumps
- Order preservation for path-distribution dependent SDEs
- Stability in distribution of a stochastic competitive Lotka-Volterra system with S-type distributed time delays
- Optimal harvesting of a competitive n-species stochastic model with delayed diffusions
- Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition
- Optimal harvesting for a stochastic predator-prey model with S-type distributed time delays
- Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises
- Asymptotic behaviors of stochastic epidemic models with jump-diffusion
- Captive jump processes for bounded random systems with discontinuous dynamics
- Stationary distribution and ergodicity of a stochastic hybrid competition model with Lévy jumps
- On the comparison theorem for multi-dimensional stochastic differential equations with jumps
- Permanence and extinction of a stochastic delay logistic model with jumps
- Comparison theorem for distribution-dependent neutral SFDEs
- Extinction and persistence in a stochastic Nicholson’s model of blowfly population with delay and Lévy noise
- scientific article; zbMATH DE number 1916661 (Why is no real title available?)
- Dynamics of the stochastic low concentration trimolecular oscillatory chemical system with jumps
- Advances in Stabilization of Hybrid Stochastic Differential Equations by Delay Feedback Control
- A remark on one non-autonomous stochastic Gompertz model with delay
- Asymptotic behavior for a stochastic behavioral change SIR model
- Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion
- Sufficient and necessary conditions for stochastic comparability of jump processes
- Optimal harvesting of a stochastic logistic model with time delay
- Ergodic stationary distribution and extinction of stochastic delay chemostat system with Monod-Haldane functional response and higher-order Lévy jumps
- Order preservation for multidimensional stochastic functional differential equations with jumps
- Optimal harvesting of a stochastic delay competitive model
- Comparison theorems for neutral stochastic functional differential equations
- Multiple Solutions to Stochastic Differential Delay Equations and a Related Comparison Theorem
- Distribution dependent stochastic differential equations
- Longtime behavior of impulsive stochastic vegetation ecosystem with jump-diffusion
- Comparison theorem for path dependent SDEs driven by \(G\)-Brownian motion
This page was built for publication: Comparison theorem for stochastic differential delay equations with jumps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q645022)
