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Original Articles

A new comparison theorem for solutions of stochastic differential equations

Pages 245-249 | Accepted 30 Jan 1980, Published online: 22 Dec 2010

References

  • Anderson , W.J. 1972 . Local behaviour of solutions of stochastic integral equations . Transactions A.M.S , 164 : 309 – 321 .
  • Arnold , L. 1974 . “ Stochastic Differential Equations ” . In Theory and Applications , New York : Wiley .
  • Doss , H. 1977 . Liens entre equations differentielles stochastiques et ordinaires . Ann. Inst. HenriPoincare , 13 : 99 – 125 .
  • Ikeda , N. and Watanabe , S. 1977 . A comparison theorem for solutions of stochastic differential equations and its applications . Osaka J. Math , 14 : 619 – 633 .
  • Skorokhod , A.V. 1965 . Studies in the Theory of Random Processes , Reading , Massachusetts : Addison-Wesley .
  • Yamada , T. 1973 . On a comparison theorem for solutions of stochastic differential equations and its applications . J.Math.Kyoto Univ , 13 : 497 – 512 .

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