On the strong comparison theorems for solutions of stochastic differential equations

Publisher Website

1 January 1981

journal article
Published by Springer Nature in Probability Theory and Related Fields

Vol. 56 (1) , 3-19
https://doi.org/10.1007/bf00531971

Abstract

No abstract available

Keywords

This publication has 6 references indexed in Scilit:

Diffusion Processes and their Sample Paths
Published by Springer Nature ,1996
A new comparison theorem for solutions of stochastic differential equations
Stochastics, 1980
Théorèmes de Comparaison en Géométrie Riemannienne
Publications of the Research Institute for Mathematical Sciences, 1976
On a comparison theorem for solutions of stochastic differential equations and its applications
Kyoto Journal of Mathematics, 1973
Local behaviour of solutions of stochastic integral equations
Transactions of the American Mathematical Society, 1972
On the uniqueness of solutions of stochastic differential equations
Kyoto Journal of Mathematics, 1971