Comparison Theorem for Stochastic Functional Differential Equations and Applications

Author:

Bai Xiaoming,Jiang Jifa

Publisher

Springer Science and Business Media LLC

Subject

Analysis

Reference25 articles.

1. Agarwal, R.P., Deng, S., Zhang, W.: Generalization of a retarded Gronwall-like inequality and its applications. Appl. Math. Comput. 165(3), 599–612 (2005)

2. Assing, S.: Comparison of systems of stochastic partial differential equations. Stoch. Proc. Appl. 82(2), 259–282 (1999)

3. Buckdahn, R., Pardoux, E.: Monotonicity methods for white noise driven SPDE’s. In: Pinsky, M. (ed.) Diffusion Processes and Related Problems in Analysis, pp. 219–233. Birkh $$\ddot{a}$$ a ¨ user, Basel (1990)

4. Buckdahn, R., Peng, S.: Ergodic backward stochastic differential equations and associated partial differential equations. Prog. Probab. 45, 73–85 (1999)

5. Lecture Notes in Mathematics;I Chueshov,2002

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