Stochastic ordering of diffusion process and application on partial differential equations

MaRDI QIDQ3132447zbMATH OpenFDO

Authors Jianghui Wen, Chao-Zhong Wu, Xingjun Wang

Publication date 29 January 2018

zbMATH Keywords

comparison theoremdiffusion processespartial differential equationstochastic differential equationstochastic ordering

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

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(8)

• Stochastic comparisons of Itô processes
• On order-preservation and positive correlations for multidimensional diffusion processes
• Stochastic ordering by \(g\)-expectations
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• scientific article; zbMATH DE number 1978882 (Why is no real title available?)
• Captive diffusions and their applications to order-preserving dynamics
• Stochastic order methods applied to stochastic travelling waves

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