A Comparison Theorem for Stochastic Equations with Integrals with Respect to Martingales and Random Measures

L. I. Gal’chuk

doi:10.1137/1127055

journal article Jan 01, 1983

A Comparison Theorem for Stochastic Equations with Integrals with Respect to Martingales and Random Measures

Theory of Probability & Its Applications Vol. 27 No. 3 pp. 450-460 · Society for Industrial & Applied Mathematics (SIAM)

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10.1137/1123091

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Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations

A. S. Asylgareev, F. S. Nasyrov · 2016

Siberian Mathematical Journal

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Details

Published: Jan 01, 1983
Vol/Issue: 27(3)
Pages: 450-460

Authors

L

L. I. Gal’chuk

Cite This Article

L. I. Gal’chuk (1983). A Comparison Theorem for Stochastic Equations with Integrals with Respect to Martingales and Random Measures. Theory of Probability & Its Applications, 27(3), 450-460. https://doi.org/10.1137/1127055

A Comparison Theorem for Stochastic Equations with Integrals with Respect to Martingales and Random Measures

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