Advanced search
Publication Cover
Stochastics Volume 3, 1980 - Issue 1-4
Journal homepage
233
Views
22
CrossRef citations to date
0
Altmetric
Original Articles

A new comparison theorem for solutions of stochastic differential equations

G.L O'brien Department of Mathematics, York University, Downsview, Canada, Ontario M3J 1P3
Pages 245-249 | Accepted 30 Jan 1980, Published online: 22 Dec 2010

Citations (22)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (5)

Xing Huang & Fen-Fen Yang. (2022) Comparison theorem for path dependent SDEs driven by G-Brownian motion. Stochastic Analysis and Applications 40:5, pages 765-775.
Read now
Mohamed Abdelghani, Alexander Melnikov & Andrey Pak. (2022) On comparison theorem for optional SDEs via local times and applications. Stochastics 94:3, pages 365-385.
Read now
G. Ferreyra & P. Sundar. (2000) Comparison of solutions of stochastic equations and applications. Stochastic Analysis and Applications 18:2, pages 211-229.
Read now
Xuerong Mao. (1991) A note on comparison theorems for stochastic differential equations with respect to semimartingales. Stochastics and Stochastic Reports 37:1-2, pages 49-59.
Read now
L I. Gal'Čuk & M. H. A. Davis. (1982) A note on a comparison theorem for equations with different diffusions. Stochastics 6:2, pages 147-149.
Read now

Articles from other publishers (17)

Xinping Zhou, Xiaomeng Jiang, Yong Li & Yuecai Han. (2022) Periodic Solutions of Stochastic Functional Differential Equations with Jumps Via Viability. Journal of Dynamics and Differential Equations 34:3, pages 2429-2463.
Crossref
Xing Huang, Panpan Ren & Feng-Yu Wang. (2021) Distribution dependent stochastic differential equations. Frontiers of Mathematics in China 16:2, pages 257-301.
Crossref
Xing Huang & Chenggui Yuan. (2020) Comparison theorem for distribution-dependent neutral SFDEs. Journal of Evolution Equations 21:1, pages 653-670.
Crossref
A. S. Asylgareev. (2019) On Stability and Comparison Theorems for Systems of Stochastic Differential Equations. Siberian Advances in Mathematics 29:3, pages 153-163.
Crossref
Oleksandr M. Stanzhytskyi, Viktoria V. Mogilova & Alisa O. Tsukanova. 2019. Modern Mathematics and Mechanics. Modern Mathematics and Mechanics 351 395 .
A. S. Asylgareev & F. S. Nasyrov. (2016) Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations. Siberian Mathematical Journal 57:5, pages 754-761.
Crossref
Tianxiao Wang & Jiongmin Yong. (2015) Comparison theorems for some backward stochastic Volterra integral equations. Stochastic Processes and their Applications 125:5, pages 1756-1798.
Crossref
Xing Huang & Feng-Yu Wang. (2014) Order preservation for multidimensional stochastic functional differential equations with jumps. Journal of Evolution Equations 14:2, pages 445-460.
Crossref
Jianhai Bao & Chenggui Yuan. (2011) Comparison Theorem for Stochastic Differential Delay Equations with Jumps. Acta Applicandae Mathematicae 116:2, pages 119-132.
Crossref
Vladislav Y. Krasin & Alexander V. Melnikov. 2010. Optimality and Risk - Modern Trends in Mathematical Finance. Optimality and Risk - Modern Trends in Mathematical Finance 171 181 .
Jan Bergenthum & Ludger Rüschendorf. (2007) Comparison of semimartingales and Lévy processes. The Annals of Probability 35:1.
Crossref
Shige Peng & Xuehong Zhu. (2006) Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations. Stochastic Processes and their Applications 116:3, pages 370-380.
Crossref
Rodrigo Bañuelos, R. Dante DeBlassie & Robert Smits. (2001) The First Exit Time of Planar Brownian Motion from The Interior Of a Parabola. The Annals of Probability 29:2.
Crossref
G. Ferreyra & P. Sundar. 1999. Stochastic Analysis, Control, Optimization and Applications. Stochastic Analysis, Control, Optimization and Applications 541 546 .
Bruno Bassan, Erhan Çinlar & Marco Scarsini. (1993) Stochastic comparisons of Itô processes. Stochastic Processes and their Applications 45:1, pages 1-11.
Crossref
Zhi Yuan Huang. (1984) A comparison theorem for solutions of stochastic differential equations and its applications. Proceedings of the American Mathematical Society 91:4, pages 611-617.
Crossref
Toshio Yamada & Yukio Ogura. (1981) On the strong comparison theorems for solutions of stochastic differential equations. Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete 56:1, pages 3-19.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.