Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations

Stochastic Processes and their Applications

Volumn 116, Issue 3, 2006, Pages 370-380

  Peng, Shige ^a   Zhu, Xuehong ^b  

^a SHANDONG UNIVERSITY   (China)

^b NANJING UNIVERSITY OF AERONAUTICS AND ASTRONAUTICS   (China)

Author keywords

Comparison theorem of SDE; Viability; Viscosity solutions

Indexed keywords

CONSTRAINT THEORY; DIFFERENTIAL EQUATIONS;

COMPARISON THEOREM OF SDE; VIABILITY; VISCOSITY SOLUTION;

THEOREM PROVING;

EID: 31344446224     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2005.08.004     Document Type: Article

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