Comparison theorems for neutral stochastic functional differential equations. (English) Zbl 1418.34148
Summary: The comparison theorems under J. Wu et al. [J. Integral Equations Appl. 7, No. 1, 115–133 (1995; Zbl 0832.45005)] order are proved for neutral stochastic functional differential equations with finite or infinite delay whose drift terms satisfy the quasimonotone condition and diffusion term is the same.
MSC:
| 34K50 | Stochastic functional-differential equations |
| 34K40 | Neutral functional-differential equations |
| 45J05 | Integro-ordinary differential equations |
Keywords:
comparison theorem; neutral stochastic functional differential equations; quasimonotone conditionCitations:
Zbl 0832.45005References:
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