Comparison theorems for stochastic differential equations in finite and infinite dimensions

We prove comparison theorems for systems of ordinary stochastic differential equations as well as for stochastic partial differential equations.

Year of publication:	1994
Authors:	Geiß, Christel ; Manthey, Ralf
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 53.1994, 1, p. 23-35
Publisher:	Elsevier
Keywords:	Stochastic differential equation Stochastic partial differential equation Comparison theorem

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

Persistent link: https://www.econbiz.de/10008872994