![Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days]({"type":"image" , "src" : "/sda/5943/TOC-Subject-Sample-2021-Mathematics-Statistics.jpg"})
Abstract
We study the comparison between scalar functions of multidimensional processes being solutions of Stochastic Differential Systems. We establish a necessary and sufficient condition on the coefficents of the Stochastic Differential Systems to obtain Comparison in Law between the two processes. This is the main difference with the scalar case where we have pathwise comparison result (a.s.) We precise the few cases where we still have pathwise comparison a.s.(called Strong Comparison) We give illustrative examples of all the different cases.
1This work has done when the Author was in position at the Université des Antilles and was visiting the Université de Provence,Marscille,URA C.N.R.S.225
1This work has done when the Author was in position at the Université des Antilles and was visiting the Université de Provence,Marscille,URA C.N.R.S.225
Notes
1This work has done when the Author was in position at the Université des Antilles and was visiting the Université de Provence,Marscille,URA C.N.R.S.225