Comparison theorems for stochastic differential equations in finite and infinite dimensions

Christel Geiß and Ralf Manthey

Stochastic Processes and their Applications, 1994, vol. 53, issue 1, 23-35

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

Keywords: Stochastic; differential; equation; Stochastic; partial; differential; equation; Comparison; theorem (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (9)

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