COMPARISON-THEOREMS FOR STOCHASTIC DIFFERENTIAL-EQUATIONS IN FINITE AND INFINITE DIMENSIONS
[摘要] We prove comparison theorems for systems of ordinary stochastic differential equations as well as for stochastic partial differential equations.
[发布日期] 1994-09-01 [发布机构]
[效力级别] [学科分类]
[关键词] STOCHASTIC DIFFERENTIAL EQUATION;STOCHASTIC PARTIAL DIFFERENTIAL EQUATION;COMPARISON THEOREM [时效性]
