Zeitschrift für Analysis und ihre Anwendungen
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Published online: 2007-12-31
Stochastic Comparison of Solutions of Stochastic Functional Differential EquationsJiaowan Luo (1) Guangzhou University, China
A stochastic comparison of solutions of nonlinear stochastic functional differential equations with different drift and diffusion coefficients is obtained. Some known results are generalized.
Keywords: Stochastic functional differential equation, stochastic comparison, Itô formula
Luo Jiaowan: Stochastic Comparison of Solutions of Stochastic Functional Differential Equations. Z. Anal. Anwend. 26 (2007), 467-471. doi: 10.4171/ZAA/1336