Strong comparison of solutions of one-dimensional stochastic differential equations-Reference-Cited by-同舟云学术

Strong comparison of solutions of one-dimensional stochastic differential equations

Published:1990-12 Issue:2 Volume:36 Page:217-230
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Ouknine Youssef,Rutkowski Marek

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference21 articles.

1. One-dimensional stochastic differential equations involving a singular increasing process;Barlow;Stochastics,1984

2. Sur l'existence, l'unicité et le comportement asymptotique des solutions d'équations différentielles stochastiques;Doss;Ann. Inst. H. Poincaré,1978

3. Stochastic Calculus and Applications;Elliott,1982

4. Non confluence des solutions d'une équation stochastique lipschitzienne;Emery,1981

5. Stochastic Differential Equations;Gihman,1972

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