Comparison of systems of stochastic partial differential equations

We provide a general comparison theorem for systems of stochastic partial differential equations, which is a powerful tool to study stability as well as stochastic invariance of the corresponding solution processes. An application showing stability properties of a predator-prey system is given.

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Year of publication:	1999
Authors:	Assing, Sigurd
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 82.1999, 2, p. 259-282
Publisher:	Elsevier
Keywords:	Stochastic partial differential equation Comparison theorem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875023