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A new comparison theorem for solutions of stochastic differential equations

 

作者: G.L O'brien,  

 

期刊: Stochastics  （Taylor Available online 1980）
卷期: Volume 3, issue 1-4  

页码: 245-249

 

ISSN:0090-9491

 

年代: 1980

 

DOI:10.1080/17442508008833148

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

LetZ1(t) andZ2(t) be solutions of two stochastic differential equations. ThenZ1(t)≦Z2(t) for allt⪋0 a.s. provided certain relations involving the coefficients and intial conditions of the equations hold. the diffusion coefficients are not required toi be the same for both equtions

 

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