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

By Shige Peng, Xuehong Zhu. 2006

164 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Finance, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/071dc5bd6d297c49e1e9e4ad6e53da9fc35e8f73

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Control and Systems Engineering

1. Ke Wang
2. Meng Liu

In Finance

1. Ke Wang
2. Meng Liu

In Modeling and Simulation

1. Ke Wang
2. Meng Liu

Citations in the corpus

• Stochastic Lotka–Volterra systems with Lévy noise (2014, background): “(iii) By the famous stochastic comparison theorem [18] and Lemma 2, we have limsup t→+∞ t−1 ln x1(t) 0 a.”
• Dynamics of a Leslie-Gower Holling-type II predator-prey system with Lévy jumps (2013, unknown): “Z Ψ (t−)γ2(u)Ñ(dt, du), Ψ (0) = y0; (8) By the comparison theorem for stochastic equation [17], we get for t ∈ [0, τe), x(t) ≤ Φ(t), ψ(t) ≤ y(t) ≤ Ψ (t), a.”