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On the strong comparison theorems for solutions of stochastic differential equations · Study

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ArticleOn the strong comparison theorems for solutions of stochastic differential equations

Toshio Yamada1981

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Articlebronze1981

On the strong comparison theorems for solutions of stochastic differential equations

Toshio Yamada · Yukio Ogura

64 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Probability and Statistical Research Nonlinear Differential Equations Analysis

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References

1983Stochastic Differential Equations and Diffusion Processes 1971On the uniqueness of solutions of stochastic differential equations 1977A comparison theorem for solutions of stochastic differential equations and its applications 1977Liens entre équations différentielles stochastiques et ordinaires 1973On a comparison theorem for solutions of stochastic differential equations and its applications 1981On the decomposition of solutions of stochastic differential equations

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2010Stochastic flows and Bismut formulas for stochastic Hamiltonian systems 2000STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONS 2024Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations 2004Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients 2003On a type of stochastic differential equations driven by countably many Brownian motions 2007Global flows for stochastic differential equations without global Lipschitz conditions 2014New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients

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2014Comparison theorems for some backward stochastic Volterra integral equationsarticle · 4 shared references 1992Successive approximations to solutions of stochastic differential equationsarticle · 3 shared references 1983Applications du temps local aux equations differentielles stochastiques unidimensionnelleschapter · 3 shared references 2000STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONSchapter · 3 shared references 2014New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficientsarticle · 3 shared references 1980A new comparison theorem for solutions of stochastic differential equationsarticle · 3 shared references

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Year1981

Typearticle

Published1981-01-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languagede

Citations64

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf00531971

openalex_workW2088889136

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2003Stochastic flows for SDEs with non-Lipschitz coefficients