Comparison results for stochastic differential equations. (English) Zbl 0857.60055
Engelbert, Hans J. (ed.) et al., Stochastic processes and optimal control. Lectures presented at the 9th winterschool held in Friedrichroda, Germany, March 1-7, 1992. Montreux: Gordon and Breach Science Publishers. Stochastics Monogr. 7, 73-81 (1993).
Summary: We introduce new comparison theorems for systems of ordinary stochastic differential equations and inequalities as well as for stochastic partial differential equations.
For the entire collection see [Zbl 0816.00029].
For the entire collection see [Zbl 0816.00029].
MSC:
| 60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |
| 60H15 | Stochastic partial differential equations (aspects of stochastic analysis) |
